+198.3%
TD vs LBRT
-19.0%
+217.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.2% |
| 7D | -0.7% | -15.7% | +15.0% | +1.3% |
| 30D | +7.6% | -34.3% | +41.9% | +13.3% |
| 3M | +3.0% | -40.6% | +43.6% | +9.8% |
| 6M | +16.8% | -62.0% | +78.8% | +31.4% |
| YTD | +34.3% | -31.6% | +66.0% | +37.4% |
| 1Y | +56.0% | -25.8% | +81.8% | +57.2% |
| 3Y | +132.4% | -30.4% | +162.7% | +127.0% |
| 5Y | +103.7% | +18.7% | +85.0% | +76.4% |
| All | +198.3% | -19.0% | +217.3% | +114.9% |
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