-13.2%
LBRT vs TCOM
-41.4%
+28.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.3% |
| 7D | +9.2% | -1.8% | +11.0% | +8.7% |
| 30D | -27.5% | +12.1% | -39.6% | -25.5% |
| 3M | -37.9% | -3.2% | -34.7% | -37.0% |
| 6M | -60.7% | -16.6% | -44.1% | -59.6% |
| YTD | -28.5% | -39.4% | +10.9% | -25.9% |
| 1Y | -13.2% | -41.5% | +28.3% | -9.1% |
| All | -13.2% | -41.4% | +28.2% | -9.1% |
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