+31.2%
LBRT vs TDY
+44.8%
-13.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.0% |
| 7D | +10.2% | -1.8% | +12.0% | +11.3% |
| 30D | +4.9% | -13.8% | +18.6% | +14.4% |
| 3M | -21.2% | -3.9% | -17.4% | -19.5% |
| 6M | -19.9% | -9.0% | -11.0% | -16.0% |
| YTD | +20.8% | +16.5% | +4.2% | +6.7% |
| 1Y | +123.5% | +9.3% | +114.3% | +106.4% |
| All | +31.2% | +44.8% | -13.6% | +2.5% |
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