-35.0%
PNR vs LBRT
-23.4%
-11.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.4% |
| 7D | -3.7% | -1.9% | -1.8% | -3.8% |
| 30D | +33.1% | -32.0% | +65.2% | +32.9% |
| 3M | +3.7% | -39.7% | +43.4% | +3.6% |
| 6M | -7.7% | -61.1% | +53.4% | -7.1% |
| YTD | -32.4% | -29.4% | -3.1% | -35.9% |
| 1Y | -35.0% | -24.5% | -10.5% | -38.9% |
| All | -35.0% | -23.4% | -11.6% | -38.9% |
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