+55.5%
PRU vs LBRT
-28.3%
+83.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.8% | +1.4% |
| 7D | +3.2% | -11.9% | +15.1% | +4.4% |
| 30D | +7.9% | -31.9% | +39.9% | +12.4% |
| 3M | +1.8% | -34.9% | +36.7% | +6.3% |
| 6M | +24.1% | -60.7% | +84.8% | +38.6% |
| YTD | +12.4% | -29.2% | +41.6% | +11.5% |
| 1Y | +20.9% | -23.6% | +44.5% | +17.9% |
| 3Y | +55.5% | -26.8% | +82.3% | +46.4% |
| All | +55.5% | -28.3% | +83.8% | +46.4% |
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 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