+117.6%
PSA vs LBRT
+33.5%
+84.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -3.7% | +8.7% | -12.4% | -3.9% |
| 30D | -7.7% | +6.6% | -14.3% | -7.9% |
| 3M | -0.6% | -34.5% | +33.9% | +0.4% |
| 6M | -0.9% | -24.5% | +23.6% | -0.5% |
| YTD | +18.7% | +12.7% | +5.9% | +17.5% |
| 1Y | +7.6% | +94.8% | -87.2% | +4.3% |
| 3Y | +23.7% | +31.9% | -8.2% | +20.2% |
| 5Y | +13.7% | +111.8% | -98.2% | +9.2% |
| All | +117.6% | +33.5% | +84.1% | +90.4% |
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