+37.8%
PNR vs LBRT
+33.5%
+4.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -2.4% | +8.7% | -11.1% | -3.6% |
| 30D | -12.8% | +6.6% | -19.4% | -13.8% |
| 3M | -17.0% | -34.5% | +17.5% | -12.4% |
| 6M | -37.4% | -24.5% | -12.9% | -35.9% |
| YTD | -41.6% | +12.7% | -54.3% | -44.2% |
| 1Y | -44.6% | +94.8% | -139.5% | -52.3% |
| 3Y | -12.1% | +31.9% | -44.0% | -21.7% |
| 5Y | -17.4% | +111.8% | -129.2% | -34.9% |
| All | +37.8% | +33.5% | +4.4% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling