+31.2%
LBRT vs TPG
+86.5%
-55.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +4.7% |
| 7D | +10.2% | -6.5% | +16.7% | +13.0% |
| 30D | +4.9% | +0.1% | +4.8% | +4.0% |
| 3M | -21.2% | +14.5% | -35.8% | -26.7% |
| 6M | -19.9% | +17.3% | -37.3% | -27.3% |
| YTD | +20.8% | -20.5% | +41.3% | +32.3% |
| 1Y | +123.5% | -13.2% | +136.8% | +131.2% |
| All | +31.2% | +86.5% | -55.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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