+69.5%
PPL vs LBRT
-14.8%
+84.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.2% | +11.2% | +0.9% |
| 7D | +1.8% | -25.3% | +27.1% | +4.1% |
| 30D | +8.4% | -32.9% | +41.3% | +11.7% |
| 3M | +2.4% | -33.3% | +35.7% | +5.4% |
| 6M | -4.0% | -61.0% | +57.0% | +2.9% |
| YTD | +4.5% | -28.0% | +32.5% | +5.4% |
| 1Y | +1.7% | -21.5% | +23.2% | +1.6% |
| 3Y | +55.5% | -31.5% | +87.0% | +52.9% |
| 5Y | +47.0% | +12.3% | +34.7% | +33.3% |
| All | +69.5% | -14.8% | +84.3% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling