+142.6%
PSA vs LBRT
-16.2%
+158.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.1% | +13.8% | -15.9% | -2.4% |
| 30D | +15.6% | -32.4% | +48.0% | +16.5% |
| 3M | +4.1% | -39.9% | +44.0% | +5.2% |
| 6M | +9.2% | -60.8% | +70.0% | +11.5% |
| YTD | +32.3% | -29.3% | +61.6% | +32.2% |
| 1Y | +26.2% | -18.9% | +45.0% | +25.5% |
| 3Y | +53.7% | -28.0% | +81.6% | +51.5% |
| 5Y | +26.6% | +26.6% | 0.0% | +22.8% |
| All | +142.6% | -16.2% | +158.9% | +114.3% |
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