+244.9%
PSX vs LBRT
-16.2%
+261.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +0.5% |
| 7D | -8.0% | -11.9% | +3.9% | -4.7% |
| 30D | -9.0% | -31.9% | +22.9% | +1.2% |
| 3M | +24.7% | -34.9% | +59.6% | +39.9% |
| 6M | +49.3% | -60.7% | +110.0% | +92.0% |
| YTD | +100.2% | -29.2% | +129.4% | +109.1% |
| 1Y | +88.8% | -23.6% | +112.5% | +91.5% |
| 3Y | +152.5% | -26.8% | +179.3% | +142.6% |
| 5Y | +283.2% | +16.3% | +266.9% | +202.3% |
| All | +244.9% | -16.2% | +261.1% | +122.0% |
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