-37.5%
LBRT vs TMF
-25.3%
-12.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.5% | +5.4% |
| 7D | -29.1% | +1.2% | -30.4% | -29.0% |
| 30D | -38.4% | +19.7% | -58.1% | -37.0% |
| 3M | -40.1% | -2.1% | -38.0% | -39.8% |
| 6M | -62.9% | -13.4% | -49.4% | -63.1% |
| YTD | -34.5% | -16.7% | -17.8% | -34.9% |
| 1Y | -30.2% | -23.3% | -6.9% | -31.0% |
| 3Y | -37.5% | -24.8% | -12.6% | -36.6% |
| All | -37.5% | -25.3% | -12.1% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling