+35.9%
LBRT vs TKO
+559.2%
-523.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +1.8% | +2.3% | -0.5% | +0.9% |
| 30D | -2.5% | -2.5% | 0.0% | -1.9% |
| 3M | -24.9% | -10.6% | -14.3% | -22.2% |
| 6M | -29.5% | -5.1% | -24.4% | -29.3% |
| YTD | +14.7% | -8.2% | +23.0% | +16.1% |
| 1Y | +91.7% | -4.4% | +96.2% | +90.2% |
| 3Y | +24.6% | +100.4% | -75.8% | -10.8% |
| 5Y | +127.7% | +294.3% | -166.6% | +14.8% |
| All | +35.9% | +559.2% | -523.4% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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