+18.7%
LBRT vs TMF
-88.9%
+107.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -3.9% |
| 7D | -15.7% | -1.1% | -14.6% | -15.7% |
| 30D | -34.3% | +11.8% | -46.1% | -33.2% |
| 3M | -40.6% | -4.0% | -36.6% | -40.6% |
| 6M | -62.0% | -16.5% | -45.5% | -62.6% |
| YTD | -31.6% | -19.9% | -11.7% | -32.8% |
| 1Y | -25.8% | -25.6% | -0.2% | -27.7% |
| 3Y | -30.4% | -29.9% | -0.5% | -31.1% |
| 5Y | +18.7% | -88.2% | +106.9% | -25.4% |
| All | +18.7% | -88.9% | +107.5% | -25.4% |
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