-30.3%
PYPL vs LBRT
+33.5%
-63.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.2% |
| 7D | +2.7% | +8.7% | -6.1% | +1.7% |
| 30D | -4.9% | +6.6% | -11.5% | -5.7% |
| 3M | +28.9% | -34.5% | +63.3% | +34.3% |
| 6M | +18.2% | -24.5% | +42.7% | +20.5% |
| YTD | -5.0% | +12.7% | -17.8% | -8.3% |
| 1Y | -18.8% | +94.8% | -113.7% | -27.6% |
| 3Y | -12.6% | +31.9% | -44.4% | -20.0% |
| 5Y | -80.8% | +111.8% | -192.6% | -83.7% |
| All | -30.3% | +33.5% | -63.8% | -49.6% |
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 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