-23.9%
PYPL vs LBRT
-16.2%
-7.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.1% | -6.7% | +0.5% |
| 7D | +2.2% | -11.9% | +14.1% | +3.3% |
| 30D | +8.1% | -31.9% | +40.1% | +12.3% |
| 3M | +1.9% | -34.9% | +36.8% | +6.0% |
| 6M | +33.1% | -60.7% | +93.8% | +45.8% |
| YTD | +3.8% | -29.2% | +33.0% | +4.8% |
| 1Y | -8.3% | -23.6% | +15.3% | -8.5% |
| 3Y | +11.9% | -26.8% | +38.7% | +8.8% |
| 5Y | -70.4% | +16.3% | -86.8% | -73.4% |
| All | -23.9% | -16.2% | -7.7% | -42.4% |
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