+32.8%
PR vs LBRT
+33.5%
-0.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.2% |
| 7D | +2.9% | +8.3% | -5.3% | -1.8% |
| 30D | +18.0% | +6.1% | +11.9% | +13.2% |
| 3M | +16.9% | -34.8% | +51.6% | +43.6% |
| 6M | +28.2% | -24.8% | +53.0% | +42.1% |
| YTD | +69.3% | +12.2% | +57.1% | +43.2% |
| 1Y | +69.5% | +94.0% | -24.5% | -5.2% |
| 3Y | +81.7% | +31.3% | +50.4% | +18.6% |
| 5Y | +422.2% | +111.8% | +310.4% | +142.4% |
| 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 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