+165.8%
PM vs LBRT
+6.0%
+159.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -1.8% |
| 7D | -5.2% | -29.1% | +23.9% | -5.1% |
| 30D | +2.7% | -38.4% | +41.1% | +2.8% |
| 3M | +5.2% | -40.1% | +45.3% | +5.3% |
| 6M | +17.0% | -62.9% | +79.9% | +17.8% |
| YTD | +25.5% | -34.5% | +60.0% | +25.1% |
| 1Y | +35.5% | -30.2% | +65.7% | +34.8% |
| 3Y | +143.9% | -37.5% | +181.4% | +141.1% |
| All | +165.8% | +6.0% | +159.8% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling