+69.1%
TGT vs LBRT
-27.1%
+96.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | +2.6% | +9.2% | -6.6% | +1.8% |
| 30D | +4.7% | -27.5% | +32.2% | +7.4% |
| 3M | +4.6% | -37.9% | +42.4% | +8.8% |
| 6M | +34.9% | -60.7% | +95.6% | +47.9% |
| YTD | +70.9% | -28.5% | +99.4% | +69.0% |
| 1Y | +84.4% | -13.2% | +97.6% | +75.8% |
| 3Y | +69.1% | -28.8% | +97.9% | +64.3% |
| All | +69.1% | -27.1% | +96.2% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling