+26.4%
LBRT vs TKO
+284.8%
-258.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.1% | +3.2% |
| 7D | -1.9% | +3.1% | -5.0% | -2.5% |
| 30D | -32.0% | +15.0% | -47.1% | -34.3% |
| 3M | -39.7% | +2.9% | -42.5% | -40.3% |
| 6M | -61.1% | +9.0% | -70.1% | -62.3% |
| YTD | -29.4% | -3.4% | -26.0% | -29.7% |
| 1Y | -24.5% | +12.8% | -37.3% | -28.3% |
| 3Y | -28.1% | +158.0% | -186.0% | -45.2% |
| All | +26.4% | +284.8% | -258.4% | -25.3% |
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