+460.8%
PBR vs LBRT
-16.2%
+477.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -3.7% | +13.8% | -17.6% | -7.8% |
| 30D | -29.0% | -32.4% | +3.4% | -21.0% |
| 3M | +4.9% | -39.9% | +44.8% | +20.4% |
| 6M | -8.4% | -60.8% | +52.4% | +17.9% |
| YTD | +59.4% | -29.3% | +88.6% | +66.8% |
| 1Y | +45.5% | -18.9% | +64.4% | +44.9% |
| 3Y | +67.4% | -28.0% | +95.4% | +59.5% |
| 5Y | +453.0% | +26.6% | +426.4% | +303.8% |
| All | +460.8% | -16.2% | +477.1% | +220.7% |
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