+142.7%
PBF vs LBRT
-16.2%
+158.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.1% | -4.7% | -0.7% |
| 7D | -7.4% | -11.9% | +4.6% | -1.9% |
| 30D | -17.5% | -31.9% | +14.5% | -1.9% |
| 3M | +13.1% | -34.9% | +48.0% | +36.6% |
| 6M | +72.6% | -60.7% | +133.3% | +159.6% |
| YTD | +161.2% | -29.2% | +190.4% | +183.7% |
| 1Y | +93.3% | -23.6% | +117.0% | +100.4% |
| 3Y | +80.7% | -26.8% | +107.5% | +71.4% |
| 5Y | +396.1% | +16.3% | +379.8% | +254.6% |
| All | +142.7% | -16.2% | +158.9% | +36.8% |
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