+181.2%
TGT vs LBRT
-16.2%
+197.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +2.6% | +13.8% | -11.2% | +1.5% |
| 30D | +6.6% | -32.4% | +39.0% | +9.7% |
| 3M | +5.2% | -39.9% | +45.1% | +9.2% |
| 6M | +35.3% | -60.8% | +96.2% | +45.3% |
| YTD | +70.3% | -29.3% | +99.6% | +71.7% |
| 1Y | +81.2% | -18.9% | +100.0% | +79.9% |
| 3Y | +66.9% | -28.0% | +94.9% | +63.6% |
| 5Y | -27.2% | +26.6% | -53.8% | -32.8% |
| All | +181.2% | -16.2% | +197.5% | +145.2% |
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