+26.7%
PPG vs LBRT
-16.4%
+43.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | +0.1% |
| 7D | -1.2% | -1.9% | +0.7% | -1.1% |
| 30D | +21.2% | -32.0% | +53.2% | +26.0% |
| 3M | +8.2% | -39.7% | +47.9% | +13.9% |
| 6M | +17.2% | -61.1% | +78.3% | +29.0% |
| YTD | +25.0% | -29.4% | +54.4% | +25.9% |
| 1Y | +33.5% | -24.5% | +58.0% | +32.9% |
| 3Y | +4.2% | -28.1% | +32.3% | +0.4% |
| 5Y | -12.7% | +23.9% | -36.6% | -25.0% |
| All | +26.7% | -16.4% | +43.0% | -7.9% |
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 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