+200.1%
PWR vs LBRT
+26.0%
+174.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +3.6% | +8.7% | -5.1% | +1.7% |
| 30D | -8.6% | +6.6% | -15.2% | -9.9% |
| 3M | -13.2% | -34.5% | +21.3% | -6.2% |
| 6M | +9.9% | -24.5% | +34.4% | +14.2% |
| YTD | +48.0% | +12.7% | +35.3% | +40.0% |
| 1Y | +66.2% | +94.8% | -28.7% | +37.9% |
| All | +200.1% | +26.0% | +174.2% | +168.6% |
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 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