+31.4%
LBRT vs TMF
-88.6%
+120.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +0.9% |
| 7D | +9.2% | -9.3% | +18.5% | +7.8% |
| 30D | -27.5% | +1.9% | -29.5% | -27.2% |
| 3M | -37.9% | -11.2% | -26.7% | -38.5% |
| 6M | -60.7% | -17.7% | -43.0% | -61.4% |
| YTD | -28.5% | -24.5% | -4.0% | -30.3% |
| 1Y | -13.2% | -29.4% | +16.2% | -16.1% |
| 3Y | -28.8% | -33.4% | +4.6% | -30.0% |
| All | +31.4% | -88.6% | +120.1% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling