+38.1%
PEG vs LBRT
+6.0%
+32.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.0% | -1.0% |
| 7D | -2.3% | -29.1% | +26.9% | -0.2% |
| 30D | +1.2% | -38.4% | +39.6% | +4.3% |
| 3M | -2.4% | -40.1% | +37.7% | +0.7% |
| 6M | -6.9% | -62.9% | +56.0% | -1.0% |
| YTD | -7.2% | -34.5% | +27.3% | -6.3% |
| 1Y | -8.9% | -30.2% | +21.3% | -8.6% |
| 3Y | +27.1% | -37.5% | +64.6% | +25.7% |
| All | +38.1% | +6.0% | +32.1% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling