+199.3%
TD vs LBRT
-16.4%
+215.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.1% |
| 7D | -3.1% | -1.9% | -1.2% | -3.0% |
| 30D | +6.7% | -32.0% | +38.7% | +11.8% |
| 3M | +3.1% | -39.7% | +42.8% | +9.6% |
| 6M | +17.6% | -61.1% | +78.7% | +31.8% |
| YTD | +34.8% | -29.4% | +64.2% | +37.2% |
| 1Y | +55.6% | -24.5% | +80.1% | +56.5% |
| 3Y | +133.1% | -28.1% | +161.2% | +126.8% |
| 5Y | +104.7% | +23.9% | +80.8% | +76.2% |
| All | +199.3% | -16.4% | +215.7% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling