-16.2%
LBRT vs TMF
-83.2%
+67.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | -1.0% |
| 7D | +13.8% | -8.2% | +22.0% | +11.4% |
| 30D | -32.4% | +5.3% | -37.7% | -31.2% |
| 3M | -39.9% | -8.5% | -31.4% | -40.7% |
| 6M | -60.8% | -17.2% | -43.7% | -62.2% |
| YTD | -29.3% | -23.4% | -5.9% | -32.8% |
| 1Y | -18.9% | -30.2% | +11.4% | -24.7% |
| 3Y | -28.0% | -32.9% | +5.0% | -30.9% |
| 5Y | +26.6% | -88.5% | +115.1% | -30.1% |
| All | -16.2% | -83.2% | +67.0% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling