+188.2%
TD vs LBRT
+38.7%
+149.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.5% |
| 7D | +0.9% | +6.9% | -6.1% | -0.1% |
| 30D | -0.7% | +7.8% | -8.4% | -1.8% |
| 3M | +6.3% | -25.3% | +31.5% | +9.8% |
| 6M | +27.9% | -19.6% | +47.5% | +29.9% |
| YTD | +29.8% | +17.2% | +12.7% | +24.2% |
| 1Y | +63.7% | +114.1% | -50.4% | +41.3% |
| 3Y | +128.3% | +27.0% | +101.3% | +106.3% |
| 5Y | +125.5% | +128.3% | -2.8% | +78.5% |
| All | +188.2% | +38.7% | +149.5% | +94.2% |
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