+523.4%
PBR vs LBRT
+33.5%
+490.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +8.6% | +8.3% | +0.3% | +5.9% |
| 30D | +12.8% | +6.1% | +6.7% | +10.4% |
| 3M | +14.7% | -34.8% | +49.4% | +28.5% |
| 6M | +25.2% | -24.8% | +50.0% | +32.9% |
| YTD | +77.1% | +12.2% | +64.9% | +63.6% |
| 1Y | +69.6% | +94.0% | -24.4% | +27.1% |
| 3Y | +95.6% | +31.3% | +64.3% | +56.3% |
| 5Y | +501.8% | +111.8% | +389.9% | +277.3% |
| All | +523.4% | +33.5% | +490.0% | +214.1% |
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