+50.9%
PRU vs LBRT
-26.4%
+77.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.7% | +10.4% | -0.3% |
| 7D | +4.8% | -34.8% | +39.6% | +14.1% |
| 30D | +7.9% | -43.6% | +51.4% | +20.7% |
| 3M | +3.1% | -41.2% | +44.3% | +13.7% |
| 6M | +25.2% | -66.1% | +91.3% | +53.9% |
| YTD | +12.7% | -37.9% | +50.6% | +18.3% |
| 1Y | +23.5% | -33.9% | +57.4% | +27.0% |
| 3Y | +50.6% | -40.9% | +91.4% | +49.8% |
| 5Y | +40.9% | +2.1% | +38.8% | +15.0% |
| All | +50.9% | -26.4% | +77.3% | -0.9% |
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