+173.4%
TGT vs LBRT
+43.0%
+130.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -3.5% |
| 7D | -3.6% | +10.2% | -13.8% | -4.4% |
| 30D | +4.4% | +4.9% | -0.5% | +3.8% |
| 3M | +25.4% | -21.2% | +46.6% | +27.4% |
| 6M | +33.4% | -19.9% | +53.3% | +34.7% |
| YTD | +65.6% | +20.8% | +44.8% | +60.3% |
| 1Y | +80.3% | +123.5% | -43.3% | +62.8% |
| 3Y | +42.1% | +30.9% | +11.2% | +32.9% |
| 5Y | -25.0% | +136.3% | -161.3% | -34.2% |
| All | +173.4% | +43.0% | +130.4% | +128.8% |
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 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