+65.6%
PHM vs LBRT
-38.0%
+103.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.3% | -2.2% |
| 7D | +6.2% | -29.1% | +35.4% | +7.9% |
| 30D | +17.9% | -38.4% | +56.3% | +20.9% |
| 3M | +2.5% | -40.1% | +42.5% | +5.0% |
| 6M | +10.8% | -62.9% | +73.7% | +18.2% |
| YTD | +13.7% | -34.5% | +48.2% | +12.0% |
| 1Y | +12.4% | -30.2% | +42.6% | +9.6% |
| 3Y | +65.6% | -37.5% | +103.1% | +62.5% |
| All | +65.6% | -38.0% | +103.6% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling