+8.0%
PPG vs LBRT
+43.0%
-35.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.7% |
| 7D | -3.7% | +10.2% | -13.9% | -4.9% |
| 30D | -7.2% | +4.9% | -12.1% | -7.9% |
| 3M | -7.3% | -21.2% | +13.9% | -5.4% |
| 6M | +0.3% | -19.9% | +20.2% | +1.4% |
| YTD | +6.5% | +20.8% | -14.2% | +1.5% |
| 1Y | +0.5% | +123.5% | -123.0% | -13.3% |
| 3Y | -15.3% | +30.9% | -46.2% | -23.7% |
| 5Y | -22.9% | +136.3% | -159.2% | -38.7% |
| All | +8.0% | +43.0% | -35.0% | -25.8% |
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 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