+1,311.9%
PWR vs LBRT
-22.5%
+1,334.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.4% | +0.9% | +5.1% |
| 7D | -12.9% | -29.1% | +16.3% | -6.4% |
| 30D | -22.8% | -38.4% | +15.5% | -14.8% |
| 3M | -19.0% | -40.1% | +21.0% | -10.1% |
| 6M | -31.1% | -62.9% | +31.8% | -16.9% |
| YTD | +28.2% | -34.5% | +62.8% | +36.9% |
| 1Y | +22.2% | -30.2% | +52.4% | +28.7% |
| 3Y | +222.1% | -37.5% | +259.6% | +232.3% |
| 5Y | +364.1% | +7.6% | +356.5% | +313.6% |
| All | +1,311.9% | -22.5% | +1,334.4% | +982.5% |
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 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