+96.4%
PEG vs LBRT
+33.5%
+62.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +0.7% | +8.7% | -8.0% | +0.1% |
| 30D | -2.4% | +6.6% | -9.0% | -3.0% |
| 3M | -4.8% | -34.5% | +29.7% | -2.3% |
| 6M | -10.7% | -24.5% | +13.8% | -9.6% |
| YTD | -6.7% | +12.7% | -19.4% | -8.5% |
| 1Y | -6.8% | +94.8% | -101.7% | -13.0% |
| 3Y | +34.5% | +31.9% | +2.6% | +27.4% |
| 5Y | +35.8% | +111.8% | -76.1% | +21.9% |
| All | +96.4% | +33.5% | +62.9% | +43.4% |
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 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