+30.7%
PM vs LBRT
-23.4%
+54.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +1.2% |
| 7D | -7.1% | -1.9% | -5.2% | -7.0% |
| 30D | -2.8% | -32.0% | +29.2% | -4.6% |
| 3M | +6.3% | -39.7% | +46.0% | +3.9% |
| 6M | +9.6% | -61.1% | +70.7% | +6.3% |
| YTD | +25.6% | -29.4% | +55.0% | +24.5% |
| All | +30.7% | -23.4% | +54.1% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling