+33.5%
LBRT vs TCOM
-13.0%
+46.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +8.3% | -9.5% | +17.8% | +11.1% |
| 30D | +6.1% | -10.7% | +16.9% | +9.2% |
| 3M | -34.8% | -14.6% | -20.1% | -32.6% |
| 6M | -24.8% | -19.3% | -5.5% | -21.4% |
| YTD | +12.2% | -42.9% | +55.2% | +28.6% |
| 1Y | +94.0% | -43.8% | +137.8% | +122.9% |
| 3Y | +31.3% | +2.1% | +29.2% | +19.0% |
| 5Y | +111.8% | +31.2% | +80.6% | +60.3% |
| All | +33.5% | -13.0% | +46.5% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling