+312.6%
PHM vs LBRT
-16.4%
+329.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.2% |
| 7D | -4.8% | -1.9% | -2.9% | -4.7% |
| 30D | +16.5% | -32.0% | +48.6% | +21.3% |
| 3M | -2.0% | -39.7% | +37.7% | +3.3% |
| 6M | +12.7% | -61.1% | +73.7% | +24.7% |
| YTD | +11.2% | -29.4% | +40.5% | +12.0% |
| 1Y | +7.7% | -24.5% | +32.2% | +7.3% |
| 3Y | +60.9% | -28.1% | +89.0% | +55.4% |
| 5Y | +167.7% | +23.9% | +143.8% | +128.4% |
| All | +312.6% | -16.4% | +329.0% | +170.4% |
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 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