+27.2%
LBRT vs TKO
+108.0%
-80.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.0% | -1.1% | +2.9% |
| 7D | +6.9% | +7.2% | -0.2% | +5.4% |
| 30D | +7.8% | +4.7% | +3.1% | +6.6% |
| 3M | -25.3% | -3.2% | -22.0% | -25.0% |
| 6M | -19.6% | -2.9% | -16.7% | -19.7% |
| YTD | +17.2% | -5.8% | +23.0% | +17.6% |
| 1Y | +114.1% | -1.1% | +115.1% | +111.2% |
| All | +27.2% | +108.0% | -80.8% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling