+63.5%
PHM vs LBRT
+26.0%
+37.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -3.2% | +8.7% | -11.9% | -3.8% |
| 30D | -6.4% | +6.6% | -13.0% | -7.0% |
| 3M | +5.5% | -34.5% | +40.0% | +9.2% |
| 6M | -5.4% | -24.5% | +19.0% | -4.2% |
| YTD | +6.6% | +12.7% | -6.1% | +2.2% |
| 1Y | -8.8% | +94.8% | -103.7% | -19.7% |
| All | +63.5% | +26.0% | +37.5% | +50.4% |
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 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