+1,482.5%
PWR vs LBRT
-16.2%
+1,498.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +19.1% | +13.8% | +5.2% | +16.0% |
| 30D | -12.0% | -32.4% | +20.4% | -4.6% |
| 3M | -10.6% | -39.9% | +29.3% | -0.8% |
| 6M | -20.8% | -60.8% | +40.0% | -5.5% |
| YTD | +43.7% | -29.3% | +73.0% | +51.1% |
| 1Y | +35.0% | -18.9% | +53.9% | +38.1% |
| 3Y | +249.4% | -28.0% | +277.4% | +250.6% |
| 5Y | +422.1% | +26.6% | +395.5% | +350.9% |
| All | +1,482.5% | -16.2% | +1,498.8% | +1,094.6% |
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