+234.9%
PSX vs LBRT
-22.5%
+257.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -2.2% |
| 7D | -13.1% | -29.1% | +16.0% | -4.0% |
| 30D | -9.5% | -38.4% | +28.8% | +3.8% |
| 3M | +20.2% | -40.1% | +60.2% | +38.3% |
| 6M | +44.9% | -62.9% | +107.8% | +89.7% |
| YTD | +94.4% | -34.5% | +128.9% | +108.1% |
| 1Y | +83.1% | -30.2% | +113.3% | +91.1% |
| 3Y | +132.2% | -37.5% | +169.6% | +134.6% |
| 5Y | +278.8% | +7.6% | +271.2% | +206.3% |
| All | +234.9% | -22.5% | +257.4% | +121.0% |
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