-7.4%
PEG vs LBRT
-23.3%
+15.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +2.3% | +13.8% | -11.5% | +2.2% |
| 30D | +6.1% | -32.4% | +38.5% | +6.5% |
| 3M | -0.5% | -39.9% | +39.4% | 0.0% |
| 6M | -3.2% | -60.8% | +57.7% | -1.8% |
| YTD | -4.4% | -29.3% | +24.8% | -7.1% |
| 1Y | -7.4% | -18.9% | +11.5% | -12.3% |
| All | -7.4% | -23.3% | +15.9% | -12.3% |
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