+188.7%
PCAR vs LBRT
-19.0%
+207.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.6% |
| 7D | +3.8% | -15.7% | +19.5% | +5.8% |
| 30D | -2.0% | -34.3% | +32.3% | +2.9% |
| 3M | -19.1% | -40.6% | +21.5% | -14.1% |
| 6M | -6.8% | -62.0% | +55.2% | +4.3% |
| YTD | -2.5% | -31.6% | +29.2% | -0.6% |
| 1Y | +9.7% | -25.8% | +35.4% | +10.2% |
| 3Y | +34.0% | -30.4% | +64.3% | +31.2% |
| 5Y | +113.3% | +18.7% | +94.7% | +87.5% |
| All | +188.7% | -19.0% | +207.8% | +130.9% |
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