+27.0%
LBRT vs TRU
-1.9%
+28.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.7% | +4.6% |
| 7D | +6.9% | -7.2% | +14.1% | +8.6% |
| 30D | +7.8% | -2.8% | +10.6% | +8.1% |
| 3M | -25.3% | +13.0% | -38.3% | -28.5% |
| 6M | -19.6% | +0.7% | -20.2% | -21.1% |
| YTD | +17.2% | -9.0% | +26.2% | +17.9% |
| 1Y | +114.1% | -16.3% | +130.4% | +120.6% |
| 3Y | +27.0% | -1.1% | +28.1% | +26.3% |
| All | +27.0% | -1.9% | +28.9% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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