-14.2%
TDG vs LBRT
+119.0%
-133.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -1.6% |
| 7D | -2.4% | +10.2% | -12.6% | -2.1% |
| 30D | -8.0% | +4.9% | -12.9% | -7.8% |
| 3M | -10.5% | -21.2% | +10.8% | -10.9% |
| 6M | -11.9% | -19.9% | +8.0% | -12.6% |
| YTD | -15.4% | +20.8% | -36.1% | -17.7% |
| 1Y | -14.2% | +123.5% | -137.8% | -18.1% |
| All | -14.2% | +119.0% | -133.2% | -18.1% |
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