+65.3%
PBF vs LBRT
-30.4%
+95.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.4% | -1.8% | -4.0% |
| 7D | -15.3% | -15.7% | +0.4% | -10.3% |
| 30D | -21.8% | -34.3% | +12.5% | -10.2% |
| 3M | -0.2% | -40.6% | +40.4% | +18.5% |
| 6M | +63.6% | -62.0% | +125.6% | +124.5% |
| YTD | +147.5% | -31.6% | +179.1% | +167.1% |
| 1Y | +69.8% | -25.8% | +95.6% | +76.6% |
| 3Y | +65.3% | -30.4% | +95.7% | +62.4% |
| All | +65.3% | -30.4% | +95.7% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling