+118.9%
PNC vs LBRT
+33.5%
+85.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | 0.0% |
| 7D | +1.4% | +8.3% | -6.9% | -0.2% |
| 30D | -3.8% | +6.1% | -10.0% | -5.1% |
| 3M | +9.0% | -34.8% | +43.8% | +17.0% |
| 6M | +16.6% | -24.8% | +41.5% | +20.7% |
| YTD | +20.4% | +12.2% | +8.2% | +13.8% |
| 1Y | +22.3% | +94.0% | -71.6% | +0.9% |
| 3Y | +124.5% | +31.3% | +93.3% | +92.9% |
| 5Y | +54.1% | +111.8% | -57.8% | +12.5% |
| All | +118.9% | +33.5% | +85.4% | +31.4% |
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 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