+14.8%
PL vs LBRT
+18.6%
-3.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -13.7% | +3.6% | -6.7% |
| 7D | -20.5% | -34.8% | +14.3% | -11.8% |
| 30D | -38.8% | -43.6% | +4.8% | -29.7% |
| 3M | -49.1% | -41.2% | -7.9% | -42.4% |
| 6M | -69.4% | -66.1% | -3.3% | -60.7% |
| YTD | -42.3% | -37.9% | -4.5% | -36.4% |
| 1Y | -14.2% | -33.9% | +19.7% | -6.5% |
| 3Y | +398.7% | -40.9% | +439.5% | +434.5% |
| 5Y | +11.1% | +2.1% | +9.0% | +8.0% |
| All | +14.8% | +18.6% | -3.7% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling