-20.6%
PFE vs LBRT
+1.0%
-21.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.7% | +10.7% | -2.6% |
| 7D | -0.2% | -34.8% | +34.6% | +0.9% |
| 30D | +8.7% | -43.6% | +52.2% | +10.4% |
| 3M | +15.8% | -41.2% | +57.0% | +17.3% |
| 6M | +16.8% | -66.1% | +82.9% | +20.6% |
| YTD | +26.2% | -37.9% | +64.1% | +26.5% |
| 1Y | +29.9% | -33.9% | +63.8% | +29.8% |
| 3Y | +15.9% | -40.9% | +56.8% | +13.6% |
| 5Y | -20.6% | +2.1% | -22.7% | -18.7% |
| All | -20.6% | +1.0% | -21.6% | -18.7% |
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 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