+19.8%
PG vs LBRT
-30.3%
+50.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.1% |
| 7D | +4.1% | -15.7% | +19.7% | +3.4% |
| 30D | +12.3% | -34.3% | +46.5% | +10.7% |
| 3M | +15.9% | -40.6% | +56.6% | +14.1% |
| 6M | +16.8% | -62.0% | +78.8% | +13.7% |
| YTD | +21.1% | -31.6% | +52.7% | +19.1% |
| 1Y | +19.3% | -25.8% | +45.1% | +17.5% |
| All | +19.8% | -30.3% | +50.0% | +12.8% |
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