+94.6%
PBR vs LBRT
+21.3%
+73.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.2% |
| 7D | +8.6% | +8.7% | -0.2% | +6.6% |
| 30D | +12.8% | +6.6% | +6.2% | +11.0% |
| 3M | +14.7% | -34.5% | +49.1% | +24.3% |
| 6M | +25.2% | -24.5% | +49.7% | +30.7% |
| YTD | +77.1% | +12.7% | +64.4% | +67.1% |
| 1Y | +69.6% | +94.8% | -25.3% | +36.1% |
| All | +94.6% | +21.3% | +73.3% | +57.2% |
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