+463.7%
TDG vs LBRT
-16.2%
+480.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | +1.2% | +13.8% | -12.7% | -1.4% |
| 30D | +8.1% | -32.4% | +40.5% | +15.5% |
| 3M | -2.6% | -39.9% | +37.3% | +6.0% |
| 6M | +1.0% | -60.8% | +61.8% | +18.0% |
| YTD | -9.5% | -29.3% | +19.7% | -8.5% |
| 1Y | -8.0% | -18.9% | +10.8% | -10.0% |
| 3Y | +41.8% | -28.0% | +69.8% | +33.4% |
| 5Y | +125.1% | +26.6% | +98.5% | +72.6% |
| All | +463.7% | -16.2% | +480.0% | +211.9% |
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