+11.1%
PL vs LBRT
+1.0%
+10.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -13.7% | +3.6% | -6.2% |
| 7D | -20.5% | -34.8% | +14.3% | -10.5% |
| 30D | -38.8% | -43.6% | +4.8% | -28.3% |
| 3M | -49.1% | -41.2% | -7.9% | -41.4% |
| 6M | -69.4% | -66.1% | -3.3% | -59.2% |
| YTD | -42.3% | -37.9% | -4.5% | -35.7% |
| 1Y | -14.2% | -33.9% | +19.7% | -5.8% |
| 3Y | +398.7% | -40.9% | +439.5% | +438.2% |
| 5Y | +11.1% | +2.1% | +9.0% | -5.9% |
| All | +11.1% | +1.0% | +10.1% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling