-8.9%
PEG vs LBRT
-31.1%
+22.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.0% | -0.7% |
| 7D | -2.3% | -29.1% | +26.9% | -2.0% |
| 30D | +1.2% | -38.4% | +39.6% | +1.7% |
| 3M | -2.4% | -40.1% | +37.7% | -1.8% |
| 6M | -6.9% | -62.9% | +56.0% | -5.5% |
| YTD | -7.2% | -34.5% | +27.3% | -9.4% |
| 1Y | -8.9% | -30.2% | +21.3% | -11.5% |
| All | -8.9% | -31.1% | +22.3% | -11.5% |
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