+51.6%
PRU vs LBRT
-16.4%
+68.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.9% |
| 7D | -2.8% | -1.9% | -0.9% | -2.7% |
| 30D | +8.5% | -32.0% | +40.5% | +16.5% |
| 3M | +1.7% | -39.7% | +41.4% | +11.6% |
| 6M | +24.8% | -61.1% | +85.8% | +48.7% |
| YTD | +13.3% | -29.4% | +42.7% | +15.4% |
| 1Y | +21.4% | -24.5% | +45.8% | +21.1% |
| 3Y | +54.8% | -28.1% | +82.9% | +47.1% |
| 5Y | +42.4% | +23.9% | +18.5% | +11.1% |
| All | +51.6% | -16.4% | +68.0% | -3.3% |
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