+28.4%
PFE vs LBRT
-27.7%
+56.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.4% |
| 7D | -0.7% | -15.7% | +15.0% | -1.0% |
| 30D | +5.3% | -34.3% | +39.6% | +4.7% |
| 3M | +10.1% | -40.6% | +50.8% | +9.4% |
| 6M | +18.0% | -62.0% | +80.0% | +17.9% |
| YTD | +25.8% | -31.6% | +57.4% | +19.7% |
| 1Y | +28.4% | -25.8% | +54.2% | +22.7% |
| All | +28.4% | -27.7% | +56.2% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling