-9.3%
TDG vs LBRT
+100.7%
-110.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.4% |
| 7D | -2.0% | +8.3% | -10.3% | -1.8% |
| 30D | -7.4% | +6.1% | -13.5% | -7.1% |
| 3M | -5.4% | -34.8% | +29.4% | -6.2% |
| 6M | -11.6% | -24.8% | +13.2% | -12.6% |
| YTD | -12.6% | +12.2% | -24.8% | -15.1% |
| 1Y | -9.3% | +94.0% | -103.3% | -12.5% |
| All | -9.3% | +100.7% | -110.1% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling