+33.5%
LBRT vs TKO
+544.4%
-510.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.1% |
| 7D | +8.7% | +0.7% | +8.0% | +8.4% |
| 30D | +6.6% | +1.6% | +5.0% | +5.7% |
| 3M | -34.5% | -7.8% | -26.7% | -33.0% |
| 6M | -24.5% | -13.3% | -11.2% | -21.6% |
| YTD | +12.7% | -10.3% | +23.0% | +15.0% |
| 1Y | +94.8% | -0.6% | +95.5% | +89.9% |
| 3Y | +31.9% | +88.5% | -56.6% | -3.4% |
| 5Y | +111.8% | +284.7% | -172.9% | +7.7% |
| All | +33.5% | +544.4% | -510.9% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling