+34.5%
PEG vs LBRT
-27.9%
+62.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +2.3% | +13.8% | -11.5% | +1.6% |
| 30D | +6.1% | -32.4% | +38.5% | +8.3% |
| 3M | -0.5% | -39.9% | +39.4% | +2.2% |
| 6M | -3.2% | -60.8% | +57.7% | +2.1% |
| YTD | -4.4% | -29.3% | +24.8% | -4.4% |
| 1Y | -7.4% | -18.9% | +11.5% | -8.6% |
| All | +34.5% | -27.9% | +62.4% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling