+61.7%
PEP vs LBRT
-19.0%
+80.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.3% |
| 7D | +4.6% | -15.7% | +20.3% | +5.1% |
| 30D | +14.0% | -34.3% | +48.3% | +15.3% |
| 3M | +5.4% | -40.6% | +46.0% | +6.9% |
| 6M | -5.1% | -62.0% | +56.9% | -2.5% |
| YTD | +3.1% | -31.6% | +34.7% | +3.2% |
| 1Y | +4.8% | -25.8% | +30.6% | +4.5% |
| 3Y | -4.1% | -30.4% | +26.3% | -5.6% |
| 5Y | +3.0% | +18.7% | -15.7% | -2.7% |
| All | +61.7% | -19.0% | +80.8% | +33.6% |
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 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