-15.3%
LBRT vs TKO
+579.7%
-595.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +9.2% | +2.3% | +6.9% | +8.4% |
| 30D | -27.5% | +13.4% | -40.9% | -31.0% |
| 3M | -37.9% | -1.7% | -36.2% | -37.9% |
| 6M | -60.7% | +7.2% | -67.9% | -62.4% |
| YTD | -28.5% | -5.4% | -23.1% | -28.8% |
| 1Y | -13.2% | +8.7% | -21.9% | -18.3% |
| 3Y | -28.8% | +150.4% | -179.2% | -53.1% |
| 5Y | +28.0% | +276.6% | -248.7% | -34.5% |
| All | -15.3% | +579.7% | -595.1% | -72.4% |
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