+400.5%
PH vs LBRT
-22.5%
+423.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | +1.7% |
| 7D | +2.0% | -29.1% | +31.1% | +9.4% |
| 30D | -3.7% | -38.4% | +34.7% | +6.4% |
| 3M | -14.0% | -40.1% | +26.0% | -4.9% |
| 6M | +2.1% | -62.9% | +65.0% | +23.9% |
| YTD | +5.1% | -34.5% | +39.6% | +9.9% |
| 1Y | +10.9% | -30.2% | +41.1% | +13.9% |
| 3Y | +132.9% | -37.5% | +170.4% | +132.6% |
| 5Y | +200.1% | +7.6% | +192.5% | +148.2% |
| All | +400.5% | -22.5% | +423.0% | +231.5% |
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 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