+83.0%
PL vs LBRT
+115.1%
-32.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -9.3% | +8.3% | -17.6% | -11.1% |
| 30D | -18.9% | +6.1% | -25.1% | -20.2% |
| 3M | -58.4% | -34.8% | -23.6% | -54.2% |
| 6M | -30.3% | -24.8% | -5.5% | -26.3% |
| YTD | -8.1% | +12.2% | -20.3% | -11.8% |
| 1Y | +180.5% | +94.0% | +86.5% | +135.0% |
| 3Y | +444.1% | +31.3% | +412.9% | +388.9% |
| 5Y | +83.0% | +111.8% | -28.8% | +54.8% |
| All | +83.0% | +115.1% | -32.1% | +54.5% |
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 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