+105.2%
PG vs LBRT
+33.5%
+71.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +1.9% | +8.7% | -6.9% | +1.7% |
| 30D | -0.2% | +6.6% | -6.9% | -0.4% |
| 3M | +4.8% | -34.5% | +39.3% | +5.6% |
| 6M | -6.1% | -24.5% | +18.4% | -5.8% |
| YTD | +4.5% | +12.7% | -8.3% | +3.6% |
| 1Y | -5.3% | +94.8% | -100.1% | -7.7% |
| 3Y | +2.6% | +31.9% | -29.3% | 0.0% |
| 5Y | +15.6% | +111.8% | -96.2% | +9.6% |
| All | +105.2% | +33.5% | +71.8% | +77.0% |
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 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