+3.0%
PG vs LBRT
+27.1%
-24.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.5% |
| 7D | -0.4% | +6.9% | -7.4% | -0.2% |
| 30D | -0.1% | +7.8% | -7.9% | +0.1% |
| 3M | +1.1% | -25.3% | +26.3% | +0.4% |
| 6M | -3.8% | -19.6% | +15.7% | -4.3% |
| YTD | +3.8% | +17.2% | -13.3% | +3.9% |
| 1Y | -5.8% | +114.1% | -119.8% | -4.9% |
| 3Y | +3.0% | +27.0% | -24.0% | +0.4% |
| All | +3.0% | +27.1% | -24.1% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling