-7.2%
PEG vs LBRT
-27.7%
+20.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | +2.6% | -15.7% | +18.2% | +2.6% |
| 30D | +3.3% | -34.3% | +37.6% | +3.7% |
| 3M | +1.1% | -40.6% | +41.7% | +1.7% |
| 6M | -1.4% | -62.0% | +60.6% | 0.0% |
| YTD | -4.6% | -31.6% | +27.0% | -7.0% |
| 1Y | -7.2% | -25.8% | +18.6% | -10.6% |
| All | -7.2% | -27.7% | +20.5% | -10.6% |
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