+191.4%
PM vs LBRT
-22.5%
+213.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -2.1% |
| 7D | -5.2% | -29.1% | +23.9% | -3.6% |
| 30D | +2.7% | -38.4% | +41.1% | +5.1% |
| 3M | +5.2% | -40.1% | +45.3% | +7.7% |
| 6M | +17.0% | -62.9% | +79.9% | +22.7% |
| YTD | +25.5% | -34.5% | +60.0% | +26.6% |
| 1Y | +35.5% | -30.2% | +65.7% | +36.0% |
| 3Y | +143.9% | -37.5% | +181.4% | +141.5% |
| 5Y | +161.8% | +7.6% | +154.2% | +142.5% |
| All | +191.4% | -22.5% | +213.9% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling