+468.6%
PBR vs LBRT
-16.2%
+484.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.1% | -9.1% | -3.5% |
| 7D | -13.3% | -11.9% | -1.4% | -10.2% |
| 30D | -27.5% | -31.9% | +4.5% | -19.4% |
| 3M | +5.2% | -34.9% | +40.0% | +17.7% |
| 6M | -6.4% | -60.7% | +54.3% | +20.4% |
| YTD | +61.6% | -29.2% | +90.8% | +69.2% |
| 1Y | +48.9% | -23.6% | +72.5% | +51.3% |
| 3Y | +70.0% | -26.8% | +96.9% | +61.3% |
| 5Y | +469.0% | +16.3% | +452.6% | +327.9% |
| All | +468.6% | -16.2% | +484.8% | +225.3% |
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