+94.0%
LBRT vs TCOM
-42.5%
+136.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +8.3% | -9.5% | +17.8% | +7.8% |
| 30D | +6.1% | -10.7% | +16.9% | +5.7% |
| 3M | -34.8% | -14.6% | -20.1% | -34.3% |
| 6M | -24.8% | -19.3% | -5.5% | -24.4% |
| YTD | +12.2% | -42.9% | +55.2% | +16.9% |
| 1Y | +94.0% | -43.8% | +137.8% | +101.3% |
| All | +94.0% | -42.5% | +136.5% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling