+545.4%
PBR vs LBRT
+38.7%
+506.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +2.3% |
| 7D | +2.5% | +6.9% | -4.5% | +0.3% |
| 30D | +19.4% | +7.8% | +11.6% | +16.3% |
| 3M | +20.8% | -25.3% | +46.1% | +29.8% |
| 6M | +23.5% | -19.6% | +43.0% | +28.5% |
| YTD | +83.4% | +17.2% | +66.2% | +67.1% |
| 1Y | +77.6% | +114.1% | -36.5% | +28.9% |
| 3Y | +99.9% | +27.0% | +72.8% | +61.9% |
| 5Y | +567.7% | +128.3% | +439.4% | +308.1% |
| All | +545.4% | +38.7% | +506.7% | +221.4% |
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 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