+28.4%
PR vs LBRT
-14.8%
+43.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -11.2% | +4.7% | 0.0% |
| 7D | -12.1% | -25.3% | +13.2% | +3.5% |
| 30D | +0.9% | -32.9% | +33.8% | +25.2% |
| 3M | +10.1% | -33.3% | +43.5% | +35.4% |
| 6M | +1.1% | -61.0% | +62.1% | +63.2% |
| YTD | +63.7% | -28.0% | +91.7% | +75.2% |
| 1Y | +87.0% | -21.5% | +108.5% | +87.0% |
| 3Y | +70.7% | -31.5% | +102.2% | +62.4% |
| 5Y | +246.8% | +12.3% | +234.5% | +133.2% |
| All | +28.4% | -14.8% | +43.1% | -10.4% |
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