+194.8%
TD vs LBRT
-22.5%
+217.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -5.9% | -1.3% |
| 7D | -1.7% | -29.1% | +27.5% | +2.7% |
| 30D | +8.2% | -38.4% | +46.6% | +15.0% |
| 3M | +1.7% | -40.1% | +41.8% | +8.2% |
| 6M | +14.2% | -62.9% | +77.1% | +28.9% |
| YTD | +32.8% | -34.5% | +67.3% | +36.6% |
| 1Y | +55.5% | -30.2% | +85.7% | +58.1% |
| 3Y | +129.6% | -37.5% | +167.1% | +128.1% |
| 5Y | +102.2% | +7.6% | +94.6% | +77.7% |
| All | +194.8% | -22.5% | +217.2% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling