-16.2%
PPG vs LBRT
+28.1%
-44.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +0.7% | +9.2% | -8.5% | +0.1% |
| 30D | +17.6% | -27.5% | +45.1% | +19.9% |
| 3M | +7.5% | -37.9% | +45.3% | +10.8% |
| 6M | +17.6% | -60.7% | +78.3% | +25.5% |
| YTD | +22.6% | -28.5% | +51.1% | +21.6% |
| 1Y | +28.0% | -13.2% | +41.2% | +24.0% |
| 3Y | +1.8% | -28.8% | +30.6% | -3.4% |
| All | -16.2% | +28.1% | -44.2% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling