+23.1%
PFE vs LBRT
+33.5%
-10.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.3% |
| 7D | +1.8% | +8.3% | -6.5% | +1.4% |
| 30D | +10.2% | +6.1% | +4.1% | +9.8% |
| 3M | +12.7% | -34.8% | +47.4% | +14.7% |
| 6M | +10.5% | -24.8% | +35.4% | +11.5% |
| YTD | +20.2% | +12.2% | +7.9% | +18.5% |
| 1Y | +24.1% | +94.0% | -69.9% | +18.4% |
| 3Y | -3.6% | +31.3% | -34.8% | -7.5% |
| 5Y | -20.9% | +111.8% | -132.7% | -26.9% |
| All | +23.1% | +33.5% | -10.4% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling