+94.0%
LBRT vs TMF
-15.2%
+109.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.1% |
| 7D | +8.3% | -1.4% | +9.7% | +7.8% |
| 30D | +6.1% | -2.8% | +9.0% | +5.8% |
| 3M | -34.8% | -10.9% | -23.9% | -36.3% |
| 6M | -24.8% | -21.3% | -3.5% | -28.3% |
| YTD | +12.2% | -15.9% | +28.1% | +9.1% |
| 1Y | +94.0% | -15.7% | +109.7% | +79.5% |
| All | +94.0% | -15.2% | +109.2% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling