+60.2%
PEP vs LBRT
-16.2%
+76.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.3% | +13.8% | -14.1% | -0.7% |
| 30D | +11.8% | -32.4% | +44.1% | +12.9% |
| 3M | +3.7% | -39.9% | +43.6% | +5.1% |
| 6M | -4.3% | -60.8% | +56.5% | -1.7% |
| YTD | +2.1% | -29.3% | +31.4% | +2.2% |
| 1Y | +2.5% | -18.9% | +21.4% | +1.9% |
| 3Y | -5.0% | -28.0% | +23.0% | -6.6% |
| 5Y | +2.9% | +26.6% | -23.7% | -3.0% |
| All | +60.2% | -16.2% | +76.5% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling