-36.4%
PNR vs LBRT
-23.3%
-13.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -2.3% | +13.8% | -16.2% | -2.3% |
| 30D | +29.3% | -32.4% | +61.7% | +29.1% |
| 3M | +4.1% | -39.9% | +44.0% | +4.1% |
| 6M | -8.6% | -60.8% | +52.2% | -7.8% |
| YTD | -33.6% | -29.3% | -4.3% | -37.5% |
| 1Y | -36.4% | -18.9% | -17.5% | -41.8% |
| All | -36.4% | -23.3% | -13.1% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling