+27.1%
PFE vs LBRT
-22.5%
+49.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -1.9% |
| 7D | -3.7% | -29.1% | +25.4% | -2.3% |
| 30D | +5.0% | -38.4% | +43.3% | +7.1% |
| 3M | +12.2% | -40.1% | +52.2% | +14.5% |
| 6M | +14.6% | -62.9% | +77.5% | +19.4% |
| YTD | +24.1% | -34.5% | +58.6% | +25.1% |
| 1Y | +26.6% | -30.2% | +56.8% | +27.1% |
| 3Y | +14.3% | -37.5% | +51.8% | +13.4% |
| 5Y | -21.9% | +7.6% | -29.5% | -25.4% |
| All | +27.1% | -22.5% | +49.6% | +12.7% |
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