+32.8%
PR vs LBRT
+33.5%
-0.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.5% |
| 7D | +2.9% | +8.7% | -5.8% | -2.1% |
| 30D | +18.0% | +6.6% | +11.4% | +12.9% |
| 3M | +16.9% | -34.5% | +51.3% | +43.2% |
| 6M | +28.2% | -24.5% | +52.7% | +41.7% |
| YTD | +69.3% | +12.7% | +56.6% | +42.8% |
| 1Y | +69.5% | +94.8% | -25.3% | -5.4% |
| 3Y | +81.7% | +31.9% | +49.8% | +18.3% |
| 5Y | +422.2% | +111.8% | +310.4% | +142.5% |
| All | +32.8% | +33.5% | -0.7% | -27.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling