+33.5%
LBRT vs TCOM
-13.0%
+46.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +8.7% | -9.5% | +18.3% | +11.6% |
| 30D | +6.6% | -10.7% | +17.3% | +9.7% |
| 3M | -34.5% | -14.6% | -19.8% | -32.3% |
| 6M | -24.5% | -19.3% | -5.2% | -21.1% |
| YTD | +12.7% | -42.9% | +55.7% | +29.1% |
| 1Y | +94.8% | -43.8% | +138.6% | +123.9% |
| 3Y | +31.9% | +2.1% | +29.8% | +19.5% |
| 5Y | +111.8% | +31.2% | +80.6% | +60.3% |
| All | +33.5% | -13.0% | +46.5% | +3.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling