-40.7%
LBRT vs TMF
-25.2%
-15.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.6% | -14.3% | -13.6% |
| 7D | -34.8% | +2.7% | -37.5% | -34.5% |
| 30D | -43.6% | +19.3% | -62.9% | -42.4% |
| 3M | -41.2% | -3.7% | -37.6% | -41.0% |
| 6M | -66.1% | -11.3% | -54.8% | -66.2% |
| YTD | -37.9% | -16.6% | -21.3% | -38.2% |
| 1Y | -33.9% | -21.1% | -12.8% | -34.5% |
| All | -40.7% | -25.2% | -15.5% | -39.8% |
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