+128.3%
LBRT vs TCOM
+26.3%
+102.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.1% |
| 7D | +6.9% | -7.6% | +14.6% | +7.9% |
| 30D | +7.8% | -12.2% | +20.0% | +9.4% |
| 3M | -25.3% | -14.2% | -11.0% | -24.2% |
| 6M | -19.6% | -25.0% | +5.4% | -17.1% |
| YTD | +17.2% | -43.7% | +60.8% | +25.1% |
| 1Y | +114.1% | -44.5% | +158.6% | +128.9% |
| 3Y | +27.0% | +13.4% | +13.6% | +22.4% |
| 5Y | +128.3% | +26.5% | +101.8% | +113.5% |
| All | +128.3% | +26.3% | +102.0% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling