+178.0%
PCAR vs LBRT
-22.5%
+200.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.4% | -7.8% | -3.1% |
| 7D | +0.1% | -29.1% | +29.2% | +4.2% |
| 30D | -4.6% | -38.4% | +33.8% | +1.0% |
| 3M | -22.6% | -40.1% | +17.5% | -18.0% |
| 6M | -12.0% | -62.9% | +50.9% | -1.2% |
| YTD | -6.1% | -34.5% | +28.4% | -3.8% |
| 1Y | +6.3% | -30.2% | +36.5% | +7.7% |
| 3Y | +31.8% | -37.5% | +69.3% | +30.9% |
| 5Y | +104.2% | +7.6% | +96.6% | +81.8% |
| All | +178.0% | -22.5% | +200.5% | +123.6% |
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