+159.4%
PBF vs LBRT
+33.5%
+126.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -2.1% |
| 7D | +4.3% | +8.7% | -4.4% | -0.1% |
| 30D | +22.0% | +6.6% | +15.4% | +17.8% |
| 3M | +74.5% | -34.5% | +109.0% | +108.9% |
| 6M | +67.7% | -24.5% | +92.2% | +85.8% |
| YTD | +179.2% | +12.7% | +166.5% | +146.0% |
| 1Y | +170.0% | +94.8% | +75.2% | +69.8% |
| 3Y | +66.4% | +31.9% | +34.5% | +18.7% |
| 5Y | +764.5% | +111.8% | +652.7% | +366.4% |
| All | +159.4% | +33.5% | +126.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling