-24.5%
LBRT vs TMF
-26.6%
+2.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | -1.9% | -3.4% | +1.5% | -3.1% |
| 30D | -32.0% | +11.5% | -43.5% | -29.7% |
| 3M | -39.7% | -4.5% | -35.2% | -39.2% |
| 6M | -61.1% | -15.0% | -46.1% | -61.3% |
| YTD | -29.4% | -19.9% | -9.5% | -30.3% |
| 1Y | -24.5% | -26.6% | +2.1% | -23.6% |
| All | -24.5% | -26.6% | +2.1% | -23.6% |
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