+195.8%
TMO vs LBRT
+34.6%
+161.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | -0.1% |
| 7D | -2.5% | +2.3% | -4.8% | -2.6% |
| 30D | -0.3% | -2.9% | +2.6% | -0.2% |
| 3M | +25.3% | -26.1% | +51.4% | +26.6% |
| 6M | +20.9% | -26.2% | +47.0% | +21.7% |
| YTD | +4.3% | +13.7% | -9.4% | +2.1% |
| 1Y | +27.0% | +93.6% | -66.5% | +19.8% |
| 3Y | +17.5% | +23.2% | -5.7% | +12.1% |
| 5Y | +6.9% | +125.5% | -118.6% | -1.3% |
| All | +195.8% | +34.6% | +161.3% | +168.8% |
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