+428.1%
TDG vs LBRT
+34.6%
+393.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +1.3% |
| 7D | -2.7% | +2.3% | -5.0% | -3.2% |
| 30D | -9.3% | -2.9% | -6.3% | -9.0% |
| 3M | -7.1% | -26.1% | +19.1% | -2.8% |
| 6M | -11.2% | -26.2% | +15.0% | -8.2% |
| YTD | -15.3% | +13.7% | -28.9% | -21.0% |
| 1Y | -12.5% | +93.6% | -106.0% | -28.8% |
| 3Y | +51.2% | +23.2% | +28.0% | +28.7% |
| 5Y | +126.1% | +125.5% | +0.6% | +53.9% |
| All | +428.1% | +34.6% | +393.5% | +169.4% |
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