-28.8%
LBRT vs TDY
+68.3%
-97.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +9.2% | +4.1% | +5.1% | +6.4% |
| 30D | -27.5% | +5.7% | -33.2% | -29.4% |
| 3M | -37.9% | -4.4% | -33.4% | -35.7% |
| 6M | -60.7% | +1.2% | -61.9% | -60.8% |
| YTD | -28.5% | +26.0% | -54.5% | -39.3% |
| 1Y | -13.2% | +27.4% | -40.6% | -26.7% |
| 3Y | -28.8% | +67.5% | -96.3% | -53.3% |
| All | -28.8% | +68.3% | -97.1% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling