+207.9%
PDD vs LBRT
+36.0%
+172.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -4.1% | +8.7% | -12.8% | -4.8% |
| 30D | -9.6% | +6.6% | -16.2% | -10.2% |
| 3M | -4.3% | -34.5% | +30.2% | -1.3% |
| 6M | -18.8% | -24.5% | +5.7% | -17.5% |
| YTD | -27.5% | +12.7% | -40.2% | -29.3% |
| 1Y | -33.6% | +94.8% | -128.5% | -38.9% |
| 3Y | -20.4% | +31.9% | -52.3% | -25.6% |
| 5Y | -19.6% | +111.8% | -131.4% | -28.6% |
| All | +207.9% | +36.0% | +172.0% | +226.1% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling