-4.6%
PEP vs LBRT
-41.2%
+36.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.7% | +13.9% | -0.2% |
| 7D | +6.7% | -34.8% | +41.5% | +5.6% |
| 30D | +13.5% | -43.6% | +57.1% | +12.2% |
| 3M | +3.9% | -41.2% | +45.2% | +2.8% |
| 6M | -6.0% | -66.1% | +60.1% | -7.2% |
| YTD | +2.5% | -37.9% | +40.3% | +0.6% |
| 1Y | +3.9% | -33.9% | +37.8% | +1.9% |
| All | -4.6% | -41.2% | +36.6% | -9.9% |
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