+38.7%
LBRT vs TDY
+221.7%
-183.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.7% |
| 7D | +6.9% | -0.9% | +7.8% | +7.7% |
| 30D | +7.8% | -12.5% | +20.3% | +20.6% |
| 3M | -25.3% | -1.2% | -24.1% | -24.9% |
| 6M | -19.6% | -6.6% | -13.0% | -16.4% |
| YTD | +17.2% | +18.5% | -1.3% | -1.7% |
| 1Y | +114.1% | +10.8% | +103.3% | +90.0% |
| 3Y | +27.0% | +47.5% | -20.5% | -14.2% |
| 5Y | +128.3% | +35.8% | +92.5% | +60.5% |
| All | +38.7% | +221.7% | -183.0% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling