+119.6%
PM vs LBRT
+25.4%
+94.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -1.9% |
| 7D | -4.9% | +8.3% | -13.1% | -4.7% |
| 30D | -3.4% | +6.1% | -9.5% | -3.2% |
| 3M | +5.2% | -34.8% | +39.9% | +4.5% |
| 6M | +3.7% | -24.8% | +28.5% | +3.4% |
| YTD | +15.8% | +12.2% | +3.5% | +16.4% |
| 1Y | +17.4% | +94.0% | -76.6% | +18.9% |
| All | +119.6% | +25.4% | +94.2% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling