+242.7%
PWR vs LBRT
-27.1%
+269.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +11.3% | +9.2% | +2.1% | +8.9% |
| 30D | -8.9% | -27.5% | +18.7% | -1.7% |
| 3M | -10.5% | -37.9% | +27.4% | -0.2% |
| 6M | -22.2% | -60.7% | +38.5% | -5.7% |
| YTD | +42.7% | -28.5% | +71.2% | +50.0% |
| 1Y | +41.1% | -13.2% | +54.3% | +42.2% |
| 3Y | +242.7% | -28.8% | +271.5% | +264.6% |
| All | +242.7% | -27.1% | +269.8% | +264.6% |
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