-16.4%
PINS vs LBRT
+31.4%
-47.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -12.0% | +8.3% | -20.3% | -13.1% |
| 30D | -12.7% | +6.1% | -18.8% | -13.6% |
| 3M | -5.5% | -34.8% | +29.2% | -0.6% |
| 6M | +5.3% | -24.8% | +30.1% | +7.6% |
| YTD | -21.2% | +12.2% | -33.4% | -24.9% |
| 1Y | -45.0% | +94.0% | -139.0% | -52.8% |
| 3Y | -26.2% | +31.3% | -57.5% | -34.6% |
| 5Y | -64.0% | +111.8% | -175.8% | -71.3% |
| All | -16.4% | +31.4% | -47.8% | -47.1% |
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