+129.2%
LBRT vs TKO
+315.8%
-186.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.0% | -1.1% | +2.6% |
| 7D | +6.9% | +7.2% | -0.2% | +4.9% |
| 30D | +7.8% | +4.7% | +3.1% | +6.3% |
| 3M | -25.3% | -3.2% | -22.0% | -25.0% |
| 6M | -19.6% | -2.9% | -16.7% | -19.8% |
| YTD | +17.2% | -5.8% | +23.0% | +17.5% |
| 1Y | +114.1% | -1.1% | +115.1% | +110.8% |
| 3Y | +27.0% | +111.1% | -84.1% | -1.0% |
| All | +129.2% | +315.8% | -186.6% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling