+117.7%
TDG vs LBRT
+13.8%
+103.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +0.9% |
| 7D | +1.4% | -15.7% | +17.1% | +3.0% |
| 30D | +10.6% | -34.3% | +44.9% | +14.9% |
| 3M | +0.2% | -40.6% | +40.8% | +5.0% |
| 6M | +0.9% | -62.0% | +62.9% | +10.6% |
| YTD | -7.8% | -31.6% | +23.8% | -8.1% |
| 1Y | -4.9% | -25.8% | +20.9% | -6.5% |
| 3Y | +44.5% | -30.4% | +74.8% | +37.1% |
| 5Y | +117.7% | +18.7% | +99.1% | +78.8% |
| All | +117.7% | +13.8% | +103.9% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling