-37.5%
LBRT vs TCOM
+30.2%
-67.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.3% |
| 7D | -29.1% | +12.1% | -41.2% | -29.8% |
| 30D | -38.4% | +16.5% | -54.9% | -39.3% |
| 3M | -40.1% | -4.0% | -36.0% | -39.7% |
| 6M | -62.9% | -18.5% | -44.4% | -61.9% |
| YTD | -34.5% | -38.3% | +3.8% | -30.1% |
| 1Y | -30.2% | -36.6% | +6.4% | -26.0% |
| 3Y | -37.5% | +31.1% | -68.6% | -38.9% |
| All | -37.5% | +30.2% | -67.7% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling