+187.9%
TGT vs LBRT
-16.2%
+204.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +4.0% |
| 7D | +4.7% | -11.9% | +16.7% | +5.7% |
| 30D | +8.0% | -31.9% | +39.9% | +11.1% |
| 3M | +11.7% | -34.9% | +46.5% | +15.0% |
| 6M | +34.7% | -60.7% | +95.4% | +44.6% |
| YTD | +74.4% | -29.2% | +103.6% | +75.8% |
| 1Y | +89.2% | -23.6% | +112.8% | +88.9% |
| 3Y | +73.4% | -26.8% | +100.2% | +69.7% |
| 5Y | -24.0% | +16.3% | -40.3% | -29.5% |
| All | +187.9% | -16.2% | +204.1% | +151.1% |
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 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