+422.3%
PH vs LBRT
-15.3%
+437.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +4.3% | +9.2% | -4.9% | +2.3% |
| 30D | +0.1% | -27.5% | +27.7% | +6.7% |
| 3M | -9.4% | -37.9% | +28.5% | -0.5% |
| 6M | +8.8% | -60.7% | +69.5% | +30.3% |
| YTD | +9.6% | -28.5% | +38.1% | +12.4% |
| 1Y | +14.4% | -13.2% | +27.7% | +11.8% |
| 3Y | +134.5% | -28.8% | +163.3% | +127.4% |
| 5Y | +204.4% | +28.0% | +176.5% | +141.8% |
| All | +422.3% | -15.3% | +437.6% | +239.0% |
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 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