+236.7%
PSX vs LBRT
-26.4%
+263.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -13.7% | +8.8% | -0.6% |
| 7D | -9.7% | -34.8% | +25.1% | +2.4% |
| 30D | -8.4% | -43.6% | +35.2% | +8.0% |
| 3M | +22.6% | -41.2% | +63.8% | +42.1% |
| 6M | +38.8% | -66.1% | +104.8% | +87.0% |
| YTD | +95.5% | -37.9% | +133.3% | +112.8% |
| 1Y | +87.1% | -33.9% | +121.0% | +98.7% |
| 3Y | +133.5% | -40.9% | +174.4% | +140.3% |
| 5Y | +280.9% | +2.1% | +278.8% | +213.2% |
| All | +236.7% | -26.4% | +263.2% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling