+425.0%
PH vs LBRT
+33.5%
+391.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.1% | +8.3% | -11.3% | -4.8% |
| 30D | -3.2% | +6.1% | -9.4% | -4.7% |
| 3M | +10.6% | -34.8% | +45.3% | +19.6% |
| 6M | -2.1% | -24.8% | +22.7% | +1.5% |
| YTD | +10.2% | +12.2% | -2.0% | +3.3% |
| 1Y | +28.2% | +94.0% | -65.8% | +3.5% |
| 3Y | +134.9% | +31.3% | +103.6% | +99.6% |
| 5Y | +253.6% | +111.8% | +141.8% | +151.1% |
| All | +425.0% | +33.5% | +391.5% | +211.2% |
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