+101.5%
TD vs LBRT
+6.0%
+95.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -5.9% | -1.2% |
| 7D | -1.7% | -29.1% | +27.5% | +1.8% |
| 30D | +8.2% | -38.4% | +46.6% | +13.7% |
| 3M | +1.7% | -40.1% | +41.8% | +7.0% |
| 6M | +14.2% | -62.9% | +77.1% | +26.3% |
| YTD | +32.8% | -34.5% | +67.3% | +35.3% |
| 1Y | +55.5% | -30.2% | +85.7% | +56.8% |
| 3Y | +129.6% | -37.5% | +167.1% | +127.4% |
| All | +101.5% | +6.0% | +95.5% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling