+195.5%
PM vs LBRT
-15.3%
+210.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | +0.5% | +9.2% | -8.7% | 0.0% |
| 30D | -3.2% | -27.5% | +24.3% | -1.8% |
| 3M | +6.2% | -37.9% | +44.1% | +8.5% |
| 6M | +7.7% | -60.7% | +68.4% | +12.5% |
| YTD | +27.3% | -28.5% | +55.8% | +27.8% |
| 1Y | +32.8% | -13.2% | +46.0% | +31.5% |
| 3Y | +150.0% | -28.8% | +178.8% | +145.6% |
| 5Y | +164.2% | +28.0% | +136.3% | +141.8% |
| All | +195.5% | -15.3% | +210.8% | +135.0% |
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