-18.9%
PINS vs LBRT
-27.5%
+8.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -13.7% | +6.9% | -4.9% |
| 7D | -0.7% | -34.8% | +34.2% | +4.8% |
| 30D | -1.2% | -43.6% | +42.4% | +6.1% |
| 3M | -15.3% | -41.2% | +26.0% | -10.0% |
| 6M | -11.2% | -66.1% | +54.9% | +1.1% |
| YTD | -23.6% | -37.9% | +14.3% | -21.7% |
| 1Y | -23.1% | -33.9% | +10.7% | -22.3% |
| 3Y | -36.0% | -40.9% | +4.8% | -37.0% |
| 5Y | -57.2% | +2.1% | -59.3% | -62.5% |
| All | -18.9% | -27.5% | +8.7% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling