-28.8%
LBRT vs TMF
-32.2%
+3.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +0.9% |
| 7D | +9.2% | -9.3% | +18.5% | +7.9% |
| 30D | -27.5% | +1.9% | -29.5% | -27.3% |
| 3M | -37.9% | -11.2% | -26.7% | -38.4% |
| 6M | -60.7% | -17.7% | -43.0% | -61.2% |
| YTD | -28.5% | -24.5% | -4.0% | -29.8% |
| 1Y | -13.2% | -29.4% | +16.2% | -15.1% |
| 3Y | -28.8% | -33.4% | +4.6% | -26.9% |
| All | -28.8% | -32.2% | +3.5% | -26.9% |
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