+99.8%
PEG vs LBRT
-16.4%
+116.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.7% |
| 7D | +1.5% | -1.9% | +3.4% | +1.5% |
| 30D | +5.0% | -32.0% | +37.0% | +7.5% |
| 3M | -0.3% | -39.7% | +39.4% | +2.8% |
| 6M | -2.7% | -61.1% | +58.4% | +3.1% |
| YTD | -5.1% | -29.4% | +24.3% | -4.2% |
| 1Y | -8.3% | -24.5% | +16.2% | -8.0% |
| 3Y | +33.0% | -28.1% | +61.1% | +31.1% |
| 5Y | +41.3% | +23.9% | +17.4% | +31.5% |
| All | +99.8% | -16.4% | +116.2% | +50.1% |
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 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