+2.0%
PEP vs LBRT
+16.1%
-14.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.7% | +0.4% |
| 7D | +1.0% | -11.9% | +13.0% | +1.0% |
| 30D | +12.6% | -31.9% | +44.6% | +12.6% |
| 3M | +3.1% | -34.9% | +38.0% | +3.1% |
| 6M | -6.3% | -60.7% | +54.4% | -5.8% |
| YTD | +1.9% | -29.2% | +31.1% | +1.1% |
| 1Y | +3.3% | -23.6% | +26.9% | +2.2% |
| 3Y | -4.8% | -26.8% | +22.0% | -7.4% |
| 5Y | +2.0% | +16.3% | -14.3% | -1.3% |
| All | +2.0% | +16.1% | -14.1% | -1.3% |
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