-19.0%
LBRT vs TCOM
-6.5%
-12.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -15.7% | +6.5% | -22.2% | -17.2% |
| 30D | -34.3% | +13.3% | -47.6% | -36.8% |
| 3M | -40.6% | -6.5% | -34.2% | -40.1% |
| 6M | -62.0% | -16.3% | -45.7% | -60.7% |
| YTD | -31.6% | -38.7% | +7.1% | -23.7% |
| 1Y | -25.8% | -40.1% | +14.3% | -16.7% |
| 3Y | -30.4% | +30.6% | -61.0% | -41.7% |
| 5Y | +18.7% | +45.8% | -27.1% | -13.3% |
| All | -19.0% | -6.5% | -12.5% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling