+12.6%
PG vs LBRT
+138.4%
-125.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.0% |
| 7D | -3.4% | +10.2% | -13.6% | -3.3% |
| 30D | -2.6% | +4.9% | -7.5% | -2.6% |
| 3M | -3.3% | -21.2% | +17.9% | -3.4% |
| 6M | -6.7% | -19.9% | +13.2% | -6.9% |
| YTD | +1.7% | +20.8% | -19.0% | +1.4% |
| 1Y | -7.9% | +123.5% | -131.5% | -8.8% |
| 3Y | +0.9% | +30.9% | -30.0% | -0.8% |
| 5Y | +12.6% | +136.3% | -123.6% | +9.0% |
| All | +12.6% | +138.4% | -125.8% | +9.0% |
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 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