+144.0%
PSX vs LBRT
-30.4%
+174.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.1% |
| 7D | -7.8% | -15.7% | +7.9% | -4.2% |
| 30D | -9.9% | -34.3% | +24.4% | -1.1% |
| 3M | +16.9% | -40.6% | +57.6% | +31.0% |
| 6M | +48.0% | -62.0% | +110.0% | +83.3% |
| YTD | +98.3% | -31.6% | +130.0% | +104.6% |
| 1Y | +86.2% | -25.8% | +112.0% | +86.7% |
| 3Y | +144.0% | -30.4% | +174.4% | +132.5% |
| All | +144.0% | -30.4% | +174.4% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling