+69.9%
PR vs LBRT
-41.2%
+111.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.7% | +8.8% | -0.1% |
| 7D | -16.5% | -34.8% | +18.3% | -3.6% |
| 30D | -4.5% | -43.6% | +39.1% | +15.5% |
| 3M | +8.5% | -41.2% | +49.8% | +28.5% |
| 6M | -3.3% | -66.1% | +62.7% | +37.7% |
| YTD | +55.7% | -37.9% | +93.6% | +69.9% |
| 1Y | +82.0% | -33.9% | +115.9% | +91.8% |
| All | +69.9% | -41.2% | +111.0% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling