-25.5%
PYPL vs LBRT
-19.0%
-6.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.7% |
| 7D | +1.0% | -15.7% | +16.6% | +2.6% |
| 30D | +5.9% | -34.3% | +40.1% | +10.3% |
| 3M | -0.2% | -40.6% | +40.4% | +4.9% |
| 6M | +30.3% | -62.0% | +92.3% | +43.3% |
| YTD | +1.6% | -31.6% | +33.2% | +3.0% |
| 1Y | -10.3% | -25.8% | +15.5% | -10.2% |
| 3Y | +8.5% | -30.4% | +38.9% | +6.2% |
| 5Y | -71.0% | +18.7% | -89.6% | -73.9% |
| All | -25.5% | -19.0% | -6.4% | -43.4% |
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