-26.1%
PYPL vs LBRT
-16.2%
-9.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -1.1% | +13.8% | -15.0% | -2.6% |
| 30D | +3.8% | -32.4% | +36.2% | +7.8% |
| 3M | -1.3% | -39.9% | +38.6% | +3.7% |
| 6M | +29.0% | -60.8% | +89.9% | +41.4% |
| YTD | +0.7% | -29.3% | +30.0% | +1.8% |
| 1Y | -12.3% | -18.9% | +6.6% | -13.1% |
| 3Y | +7.6% | -28.0% | +35.6% | +4.9% |
| 5Y | -71.7% | +26.6% | -98.3% | -74.7% |
| All | -26.1% | -16.2% | -9.8% | -44.0% |
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