+116.5%
PNC vs LBRT
+38.7%
+77.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.9% |
| 7D | +2.3% | +6.9% | -4.7% | +0.9% |
| 30D | -3.8% | +7.8% | -11.6% | -5.4% |
| 3M | +7.8% | -25.3% | +33.1% | +12.7% |
| 6M | +19.7% | -19.6% | +39.3% | +22.1% |
| YTD | +19.1% | +17.2% | +2.0% | +11.6% |
| 1Y | +23.1% | +114.1% | -91.0% | -0.5% |
| 3Y | +132.1% | +27.0% | +105.1% | +101.2% |
| 5Y | +52.2% | +128.3% | -76.1% | +9.5% |
| All | +116.5% | +38.7% | +77.8% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling