+134.8%
PBF vs LBRT
-22.5%
+157.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.0% | +1.7% | -2.8% |
| 7D | -13.8% | -29.1% | +15.4% | +2.0% |
| 30D | -19.6% | -38.4% | +18.8% | +0.9% |
| 3M | +10.3% | -40.1% | +50.3% | +39.6% |
| 6M | +63.4% | -62.9% | +126.3% | +154.4% |
| YTD | +152.6% | -34.5% | +187.2% | +187.1% |
| 1Y | +87.4% | -30.2% | +117.6% | +104.5% |
| 3Y | +63.3% | -37.5% | +100.7% | +69.2% |
| 5Y | +412.5% | +7.6% | +404.9% | +283.3% |
| All | +134.8% | -22.5% | +157.2% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling