+199.2%
TD vs LBRT
-16.2%
+215.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.1% | -6.6% | +0.4% |
| 7D | -0.6% | -11.9% | +11.3% | +0.8% |
| 30D | +7.9% | -31.9% | +39.9% | +13.1% |
| 3M | +3.1% | -34.9% | +38.0% | +8.4% |
| 6M | +17.2% | -60.7% | +77.9% | +31.1% |
| YTD | +34.7% | -29.2% | +64.0% | +37.2% |
| 1Y | +56.9% | -23.6% | +80.5% | +57.5% |
| 3Y | +134.7% | -26.8% | +161.6% | +127.8% |
| 5Y | +104.8% | +16.3% | +88.5% | +78.0% |
| All | +199.2% | -16.2% | +215.4% | +114.5% |
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