-14.1%
PCOR vs LBRT
-12.9%
-1.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.7% | +13.7% | +1.7% |
| 7D | +23.7% | -34.8% | +58.5% | +30.0% |
| 30D | +39.0% | -43.6% | +82.6% | +48.8% |
| 3M | +35.8% | -41.2% | +77.0% | +43.6% |
| 6M | +38.2% | -66.1% | +104.3% | +58.4% |
| YTD | +3.9% | -37.9% | +41.8% | +4.9% |
| 1Y | +5.7% | -33.9% | +39.6% | +5.1% |
| 3Y | +44.8% | -40.9% | +85.6% | +40.6% |
| 5Y | -19.8% | +2.1% | -21.9% | -29.3% |
| All | -14.1% | -12.9% | -1.2% | -23.2% |
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