+196.7%
PM vs LBRT
-26.4%
+223.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.7% | +9.1% | -3.9% |
| 7D | -3.4% | -34.8% | +31.5% | -1.3% |
| 30D | +5.8% | -43.6% | +49.4% | +8.9% |
| 3M | +6.7% | -41.2% | +47.9% | +9.3% |
| 6M | +19.9% | -66.1% | +86.0% | +26.3% |
| YTD | +27.8% | -37.9% | +65.7% | +29.3% |
| 1Y | +39.4% | -33.9% | +73.3% | +40.3% |
| 3Y | +146.9% | -40.9% | +187.7% | +145.3% |
| 5Y | +166.6% | +2.1% | +164.5% | +147.6% |
| All | +196.7% | -26.4% | +223.2% | +137.9% |
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