+34.6%
LBRT vs TDY
+217.2%
-182.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.1% |
| 7D | +2.3% | -1.9% | +4.2% | +3.8% |
| 30D | -2.9% | -12.5% | +9.6% | +8.6% |
| 3M | -26.1% | -0.8% | -25.3% | -26.0% |
| 6M | -26.2% | -9.0% | -17.2% | -21.6% |
| YTD | +13.7% | +16.8% | -3.1% | -3.5% |
| 1Y | +93.6% | +9.5% | +84.1% | +73.4% |
| 3Y | +23.2% | +45.4% | -22.2% | -15.8% |
| 5Y | +125.5% | +37.8% | +87.7% | +55.7% |
| All | +34.6% | +217.2% | -182.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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