-11.0%
PPG vs LBRT
+22.3%
-33.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | -1.5% | +8.7% | -10.2% | -2.0% |
| 30D | -5.0% | +6.6% | -11.6% | -5.4% |
| 3M | +1.1% | -34.5% | +35.6% | +3.5% |
| 6M | -3.2% | -24.5% | +21.3% | -2.5% |
| YTD | +11.9% | +12.7% | -0.9% | +7.6% |
| 1Y | +5.3% | +94.8% | -89.5% | -6.7% |
| All | -11.0% | +22.3% | -33.3% | -17.6% |
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