+35.0%
PCAR vs LBRT
-41.2%
+76.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.7% | +12.1% | 0.0% |
| 7D | +2.2% | -34.8% | +37.0% | +7.0% |
| 30D | -4.4% | -43.6% | +39.2% | +1.8% |
| 3M | -21.4% | -41.2% | +19.8% | -17.1% |
| 6M | -7.3% | -66.1% | +58.7% | +4.9% |
| YTD | -3.8% | -37.9% | +34.1% | -2.7% |
| 1Y | +6.3% | -33.9% | +40.2% | +5.9% |
| All | +35.0% | -41.2% | +76.2% | +32.4% |
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