+59.2%
PEP vs LBRT
-22.5%
+81.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.3% | -1.1% |
| 7D | +2.9% | -29.1% | +32.1% | +3.9% |
| 30D | +14.2% | -38.4% | +52.6% | +15.8% |
| 3M | +3.2% | -40.1% | +43.2% | +4.6% |
| 6M | -7.4% | -62.9% | +55.5% | -4.8% |
| YTD | +1.5% | -34.5% | +36.0% | +1.7% |
| 1Y | +3.9% | -30.2% | +34.1% | +3.8% |
| 3Y | -5.5% | -37.5% | +31.9% | -6.6% |
| 5Y | +0.1% | +7.6% | -7.5% | -4.9% |
| All | +59.2% | -22.5% | +81.6% | +31.7% |
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