-14.6%
PCOR vs LBRT
+25.4%
-40.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.4% |
| 7D | -9.0% | +8.3% | -17.2% | -10.1% |
| 30D | +4.2% | +6.1% | -2.0% | +2.8% |
| 3M | +14.4% | -34.8% | +49.2% | +21.9% |
| 6M | +0.2% | -24.8% | +25.0% | +3.0% |
| YTD | -20.3% | +12.2% | -32.5% | -26.2% |
| 1Y | -16.1% | +94.0% | -110.1% | -34.7% |
| All | -14.6% | +25.4% | -40.0% | -25.4% |
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