-16.2%
LBRT vs TMF
-81.7%
+65.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +8.0% | +8.1% |
| 7D | -11.9% | +0.6% | -12.5% | -11.7% |
| 30D | -31.9% | +16.3% | -48.3% | -29.0% |
| 3M | -34.9% | -2.7% | -32.2% | -34.7% |
| 6M | -60.7% | -13.2% | -47.5% | -61.6% |
| YTD | -29.2% | -16.7% | -12.5% | -31.3% |
| 1Y | -23.6% | -22.7% | -0.9% | -27.2% |
| 3Y | -26.8% | -26.1% | -0.7% | -28.0% |
| 5Y | +16.3% | -88.4% | +104.8% | -36.5% |
| All | -16.2% | -81.7% | +65.6% | -24.7% |
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