+444.6%
TDG vs LBRT
+33.5%
+411.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -2.0% | +8.7% | -10.8% | -3.7% |
| 30D | -7.4% | +6.6% | -14.0% | -8.8% |
| 3M | -5.4% | -34.5% | +29.1% | +1.4% |
| 6M | -11.6% | -24.5% | +12.9% | -9.1% |
| YTD | -12.6% | +12.7% | -25.3% | -18.3% |
| 1Y | -9.3% | +94.8% | -104.2% | -26.5% |
| 3Y | +49.2% | +31.9% | +17.3% | +24.8% |
| 5Y | +132.1% | +111.8% | +20.3% | +60.6% |
| All | +444.6% | +33.5% | +411.1% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling