+26.4%
PFE vs LBRT
-16.2%
+42.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.1% | -8.7% | -0.9% |
| 7D | -4.7% | -11.9% | +7.2% | -4.2% |
| 30D | +3.4% | -31.9% | +35.3% | +5.0% |
| 3M | +9.2% | -34.9% | +44.1% | +11.0% |
| 6M | +15.8% | -60.7% | +76.5% | +20.4% |
| YTD | +23.4% | -29.2% | +52.7% | +24.0% |
| 1Y | +25.8% | -23.6% | +49.4% | +25.8% |
| 3Y | +17.8% | -26.8% | +44.7% | +16.1% |
| 5Y | -20.2% | +16.3% | -36.5% | -24.1% |
| All | +26.4% | -16.2% | +42.6% | +11.6% |
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