-14.4%
PHM vs LBRT
+106.9%
-121.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.5% | -3.5% |
| 7D | -2.5% | +6.9% | -9.4% | -2.4% |
| 30D | -9.7% | +7.8% | -17.5% | -9.6% |
| 3M | +2.2% | -25.3% | +27.5% | +2.9% |
| 6M | -5.7% | -19.6% | +13.9% | -6.0% |
| YTD | +2.8% | +17.2% | -14.3% | -0.8% |
| 1Y | -14.4% | +114.1% | -128.5% | -20.4% |
| All | -14.4% | +106.9% | -121.4% | -20.4% |
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