+139.6%
PG vs LBRT
-15.3%
+154.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +2.7% | +9.2% | -6.5% | +2.5% |
| 30D | +9.2% | -27.5% | +36.7% | +9.7% |
| 3M | +18.5% | -37.9% | +56.4% | +19.3% |
| 6M | +21.1% | -60.7% | +81.8% | +22.9% |
| YTD | +21.9% | -28.5% | +50.4% | +21.8% |
| 1Y | +18.1% | -13.2% | +31.3% | +17.3% |
| 3Y | +20.6% | -28.8% | +49.3% | +19.1% |
| 5Y | +31.8% | +28.0% | +3.8% | +26.3% |
| All | +139.6% | -15.3% | +154.9% | +108.0% |
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