+16.4%
PNR vs LBRT
-33.7%
+50.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.4% | -7.7% | -2.9% |
| 7D | +2.8% | -29.1% | +32.0% | +6.2% |
| 30D | +31.2% | -38.4% | +69.5% | +37.5% |
| 3M | -2.1% | -40.1% | +38.0% | +2.7% |
| 6M | -14.0% | -62.9% | +48.9% | -4.6% |
| YTD | -33.6% | -34.5% | +0.9% | -33.5% |
| 1Y | -35.2% | -30.2% | -5.0% | -36.0% |
| All | +16.4% | -33.7% | +50.1% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling