+56.8%
PNR vs LBRT
-16.2%
+73.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -2.3% | +13.8% | -16.2% | -4.2% |
| 30D | +29.3% | -32.4% | +61.7% | +35.9% |
| 3M | +4.1% | -39.9% | +44.0% | +11.0% |
| 6M | -8.6% | -60.8% | +52.2% | +3.0% |
| YTD | -33.6% | -29.3% | -4.3% | -32.6% |
| 1Y | -36.4% | -18.9% | -17.5% | -37.0% |
| 3Y | +15.1% | -28.0% | +43.1% | +11.5% |
| 5Y | -3.8% | +26.6% | -30.4% | -18.3% |
| All | +56.8% | -16.2% | +73.0% | +14.3% |
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