+59.5%
PNR vs LBRT
-16.4%
+75.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.9% |
| 7D | -3.7% | -1.9% | -1.8% | -3.7% |
| 30D | +33.1% | -32.0% | +65.2% | +39.8% |
| 3M | +3.7% | -39.7% | +43.4% | +10.5% |
| 6M | -7.7% | -61.1% | +53.4% | +4.1% |
| YTD | -32.4% | -29.4% | -3.1% | -31.4% |
| 1Y | -35.0% | -24.5% | -10.5% | -34.9% |
| 3Y | +17.1% | -28.1% | +45.2% | +13.5% |
| 5Y | +0.1% | +23.9% | -23.7% | -14.7% |
| All | +59.5% | -16.4% | +75.9% | +16.3% |
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