+70.9%
PPL vs LBRT
-26.4%
+97.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.7% | +14.5% | +1.9% |
| 7D | +1.0% | -34.8% | +35.8% | +4.4% |
| 30D | +6.8% | -43.6% | +50.4% | +11.6% |
| 3M | +3.9% | -41.2% | +45.1% | +7.9% |
| 6M | -2.0% | -66.1% | +64.0% | +6.1% |
| YTD | +5.3% | -37.9% | +43.1% | +7.4% |
| 1Y | +2.2% | -33.9% | +36.1% | +3.4% |
| 3Y | +56.7% | -40.9% | +97.6% | +55.8% |
| 5Y | +49.1% | +2.1% | +47.0% | +35.9% |
| All | +70.9% | -26.4% | +97.3% | +23.1% |
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