+239.9%
PCAR vs LBRT
+33.5%
+206.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | 0.0% |
| 7D | -0.5% | +8.3% | -8.8% | -1.6% |
| 30D | -6.2% | +6.1% | -12.4% | -7.1% |
| 3M | +5.9% | -34.8% | +40.7% | +11.3% |
| 6M | +0.4% | -24.8% | +25.2% | +2.8% |
| YTD | +14.8% | +12.2% | +2.6% | +10.5% |
| 1Y | +30.1% | +94.0% | -63.9% | +14.2% |
| 3Y | +66.7% | +31.3% | +35.4% | +50.8% |
| 5Y | +166.1% | +111.8% | +54.3% | +117.4% |
| All | +239.9% | +33.5% | +206.5% | +156.6% |
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 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