+421.7%
PH vs LBRT
-16.2%
+437.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +2.4% |
| 7D | +3.0% | -11.9% | +15.0% | +5.7% |
| 30D | -0.6% | -31.9% | +31.3% | +7.4% |
| 3M | -10.7% | -34.9% | +24.1% | -3.1% |
| 6M | +9.1% | -60.7% | +69.7% | +30.6% |
| YTD | +9.5% | -29.2% | +38.7% | +12.6% |
| 1Y | +14.0% | -23.6% | +37.7% | +14.8% |
| 3Y | +138.9% | -26.8% | +165.7% | +130.2% |
| 5Y | +209.1% | +16.3% | +192.8% | +151.2% |
| All | +421.7% | -16.2% | +437.9% | +239.5% |
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