+186.8%
PM vs LBRT
-16.2%
+203.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.1% | -10.5% | -2.8% |
| 7D | -7.3% | -11.9% | +4.6% | -6.8% |
| 30D | -4.0% | -31.9% | +27.9% | -2.3% |
| 3M | +2.7% | -34.9% | +37.6% | +4.7% |
| 6M | +14.9% | -60.7% | +75.5% | +20.0% |
| YTD | +23.5% | -29.2% | +52.7% | +24.1% |
| 1Y | +30.4% | -23.6% | +54.0% | +30.2% |
| 3Y | +143.2% | -26.8% | +170.1% | +138.3% |
| 5Y | +159.5% | +16.3% | +143.1% | +139.3% |
| All | +186.8% | -16.2% | +203.0% | +128.3% |
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