+46.3%
PPL vs LBRT
+22.2%
+24.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.2% | -1.1% |
| 7D | -1.0% | -1.9% | +0.9% | -0.9% |
| 30D | +3.0% | -32.0% | +35.1% | +4.5% |
| 3M | +1.1% | -39.7% | +40.8% | +3.1% |
| 6M | -0.8% | -61.1% | +60.3% | +3.0% |
| YTD | +3.5% | -29.4% | +32.8% | +3.6% |
| 1Y | -0.9% | -24.5% | +23.6% | -1.3% |
| 3Y | +54.2% | -28.1% | +82.3% | +50.8% |
| 5Y | +46.3% | +23.9% | +22.4% | +35.9% |
| All | +46.3% | +22.2% | +24.1% | +35.9% |
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 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