+261.1%
PSX vs LBRT
-15.3%
+276.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +7.8% | +9.2% | -1.4% | +4.9% |
| 30D | -10.9% | -27.5% | +16.6% | -2.7% |
| 3M | +14.5% | -37.9% | +52.4% | +30.3% |
| 6M | +56.1% | -60.7% | +116.8% | +100.8% |
| YTD | +109.6% | -28.5% | +138.1% | +118.2% |
| 1Y | +95.5% | -13.2% | +108.7% | +90.5% |
| 3Y | +156.2% | -28.8% | +185.0% | +148.4% |
| 5Y | +310.0% | +28.0% | +282.0% | +214.2% |
| All | +261.1% | -15.3% | +276.4% | +131.7% |
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