+46.9%
PRU vs LBRT
-22.5%
+69.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -3.8% |
| 7D | +2.4% | -29.1% | +31.5% | +9.4% |
| 30D | +6.1% | -38.4% | +44.5% | +16.4% |
| 3M | -0.7% | -40.1% | +39.3% | +9.0% |
| 6M | +22.1% | -62.9% | +85.0% | +47.0% |
| YTD | +9.8% | -34.5% | +44.3% | +13.8% |
| 1Y | +19.4% | -30.2% | +49.6% | +21.2% |
| 3Y | +50.4% | -37.5% | +87.8% | +47.7% |
| 5Y | +37.2% | +7.6% | +29.6% | +10.6% |
| All | +46.9% | -22.5% | +69.4% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling