+26.5%
PFE vs LBRT
-16.2%
+42.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -2.1% | +13.8% | -15.9% | -2.7% |
| 30D | +3.1% | -32.4% | +35.5% | +4.7% |
| 3M | +11.2% | -39.9% | +51.1% | +13.5% |
| 6M | +15.0% | -60.8% | +75.9% | +19.6% |
| YTD | +23.5% | -29.3% | +52.8% | +24.1% |
| 1Y | +18.9% | -18.9% | +37.8% | +18.5% |
| 3Y | +18.7% | -28.0% | +46.7% | +17.0% |
| 5Y | -24.0% | +26.6% | -50.6% | -28.1% |
| All | +26.5% | -16.2% | +42.8% | +11.7% |
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