+146.1%
PSA vs LBRT
-16.2%
+162.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.1% | -7.9% | 0.0% |
| 7D | +1.5% | -11.9% | +13.4% | +1.7% |
| 30D | +16.7% | -31.9% | +48.6% | +17.6% |
| 3M | +4.0% | -34.9% | +38.9% | +4.9% |
| 6M | +10.9% | -60.7% | +71.5% | +13.2% |
| YTD | +34.2% | -29.2% | +63.4% | +34.1% |
| 1Y | +26.6% | -23.6% | +50.3% | +26.2% |
| 3Y | +54.7% | -26.8% | +81.6% | +52.5% |
| 5Y | +30.0% | +16.3% | +13.7% | +26.3% |
| All | +146.1% | -16.2% | +162.3% | +117.4% |
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 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