-20.8%
TGT vs LBRT
+115.1%
-136.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.8% | +8.7% | -8.0% | -0.2% |
| 30D | +12.2% | +6.6% | +5.6% | +11.1% |
| 3M | +33.8% | -34.5% | +68.3% | +39.8% |
| 6M | +39.3% | -24.5% | +63.8% | +42.0% |
| YTD | +72.9% | +12.7% | +60.1% | +66.1% |
| 1Y | +84.6% | +94.8% | -10.3% | +61.4% |
| 3Y | +46.2% | +31.9% | +14.4% | +31.8% |
| All | -20.8% | +115.1% | -136.0% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling