-14.4%
PCOR vs LBRT
-8.2%
-6.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.7% | -1.0% |
| 7D | +22.7% | -29.1% | +51.9% | +27.6% |
| 30D | +37.5% | -38.4% | +75.8% | +45.5% |
| 3M | +35.2% | -40.1% | +75.2% | +42.8% |
| 6M | +42.2% | -62.9% | +105.1% | +60.8% |
| YTD | +3.6% | -34.5% | +38.1% | +3.8% |
| 1Y | -4.8% | -30.2% | +25.5% | -6.0% |
| 3Y | +48.3% | -37.5% | +85.8% | +43.0% |
| 5Y | -20.1% | +7.6% | -27.7% | -30.0% |
| All | -14.4% | -8.2% | -6.2% | -24.0% |
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