+43.0%
LBRT vs TCOM
-16.9%
+59.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +4.0% |
| 7D | +10.2% | -10.2% | +20.4% | +13.3% |
| 30D | +4.9% | -16.8% | +21.7% | +9.9% |
| 3M | -21.2% | -16.7% | -4.5% | -18.1% |
| 6M | -19.9% | -27.1% | +7.1% | -13.9% |
| YTD | +20.8% | -45.5% | +66.3% | +40.0% |
| 1Y | +123.5% | -45.9% | +169.4% | +159.3% |
| 3Y | +30.9% | +9.8% | +21.2% | +15.8% |
| 5Y | +136.3% | +23.8% | +112.5% | +82.2% |
| All | +43.0% | -16.9% | +59.9% | +12.6% |
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