+1,668.3%
PLTR vs LBRT
+74.8%
+1,593.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | +4.7% | +9.2% | -4.5% | +3.1% |
| 30D | -16.4% | -27.5% | +11.1% | -11.9% |
| 3M | -6.2% | -37.9% | +31.7% | +1.1% |
| 6M | +29.2% | -60.7% | +89.9% | +49.1% |
| YTD | -5.5% | -28.5% | +23.0% | -4.2% |
| 1Y | -2.4% | -13.2% | +10.8% | -4.9% |
| 3Y | +752.3% | -28.8% | +781.1% | +723.1% |
| 5Y | +635.8% | +28.0% | +607.9% | +549.7% |
| All | +1,668.3% | +74.8% | +1,593.5% | +1,355.7% |
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