+132.9%
PH vs LBRT
-38.0%
+170.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | +1.9% |
| 7D | +2.0% | -29.1% | +31.1% | +7.8% |
| 30D | -3.7% | -38.4% | +34.7% | +4.2% |
| 3M | -14.0% | -40.1% | +26.0% | -6.8% |
| 6M | +2.1% | -62.9% | +65.0% | +19.6% |
| YTD | +5.1% | -34.5% | +39.6% | +6.9% |
| 1Y | +10.9% | -30.2% | +41.1% | +10.8% |
| 3Y | +132.9% | -37.5% | +170.4% | +131.1% |
| All | +132.9% | -38.0% | +170.9% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling