+406.7%
PGR vs LBRT
+35.9%
+370.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -0.6% | +1.8% | -2.4% | -0.7% |
| 30D | +4.9% | -2.5% | +7.4% | +5.0% |
| 3M | +7.6% | -24.9% | +32.5% | +9.0% |
| 6M | +8.3% | -29.5% | +37.7% | +9.8% |
| YTD | +1.7% | +14.7% | -13.0% | -0.5% |
| 1Y | -6.8% | +91.7% | -98.6% | -12.8% |
| 3Y | +73.4% | +24.6% | +48.8% | +64.7% |
| 5Y | +161.2% | +127.7% | +33.5% | +133.0% |
| All | +406.7% | +35.9% | +370.8% | +336.9% |
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