-4.4%
PEG vs LBRT
+106.9%
-111.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.7% |
| 7D | +1.0% | +6.9% | -5.9% | +1.0% |
| 30D | -1.9% | +7.8% | -9.7% | -2.0% |
| 3M | -3.7% | -25.3% | +21.6% | -3.3% |
| 6M | -9.4% | -19.6% | +10.1% | -9.3% |
| YTD | -6.0% | +17.2% | -23.2% | -6.9% |
| 1Y | -4.4% | +114.1% | -118.4% | -8.4% |
| All | -4.4% | +106.9% | -111.3% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling