-26.9%
TGT vs LBRT
+6.0%
-32.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -0.3% |
| 7D | +2.6% | -29.1% | +31.8% | +5.9% |
| 30D | +5.0% | -38.4% | +43.3% | +9.9% |
| 3M | +8.5% | -40.1% | +48.6% | +13.6% |
| 6M | +23.8% | -62.9% | +86.7% | +36.5% |
| YTD | +66.5% | -34.5% | +101.0% | +68.1% |
| 1Y | +84.9% | -30.2% | +115.1% | +84.3% |
| 3Y | +59.2% | -37.5% | +96.7% | +54.5% |
| All | -26.9% | +6.0% | -32.9% | -32.9% |
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