+14.6%
PHM vs LBRT
-25.0%
+39.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -11.2% | +18.4% | +6.2% |
| 7D | +13.6% | -25.3% | +38.9% | +11.5% |
| 30D | +19.3% | -32.9% | +52.2% | +17.1% |
| 3M | +3.5% | -33.3% | +36.8% | +1.7% |
| 6M | +18.6% | -61.0% | +79.5% | +17.6% |
| YTD | +16.7% | -28.0% | +44.7% | +4.7% |
| 1Y | +14.6% | -21.5% | +36.1% | +1.4% |
| All | +14.6% | -25.0% | +39.6% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling