+4.4%
PEP vs LBRT
+28.1%
-23.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +2.2% |
| 7D | +2.9% | +9.2% | -6.3% | +2.9% |
| 30D | +12.5% | -27.5% | +40.0% | +12.5% |
| 3M | +4.5% | -37.9% | +42.4% | +4.6% |
| 6M | -0.5% | -60.7% | +60.2% | +0.1% |
| YTD | +4.4% | -28.5% | +32.9% | +3.6% |
| 1Y | +4.4% | -13.2% | +17.6% | +3.0% |
| 3Y | -3.4% | -28.8% | +25.4% | -5.8% |
| All | +4.4% | +28.1% | -23.6% | -0.3% |
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