+31.7%
PNR vs LBRT
+43.0%
-11.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.3% |
| 7D | -3.9% | +10.2% | -14.1% | -5.3% |
| 30D | -13.8% | +4.9% | -18.7% | -14.6% |
| 3M | -22.5% | -21.2% | -1.3% | -20.5% |
| 6M | -37.2% | -19.9% | -17.2% | -36.2% |
| YTD | -44.2% | +20.8% | -65.0% | -47.2% |
| 1Y | -46.6% | +123.5% | -170.2% | -55.0% |
| 3Y | -12.5% | +30.9% | -43.4% | -21.9% |
| 5Y | -19.3% | +136.3% | -155.6% | -37.5% |
| All | +31.7% | +43.0% | -11.3% | -10.5% |
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