+8.0%
TMO vs LBRT
+138.4%
-130.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | +0.3% |
| 7D | -0.5% | +10.2% | -10.7% | -1.0% |
| 30D | +1.0% | +4.9% | -3.9% | +0.7% |
| 3M | +22.7% | -21.2% | +43.9% | +24.0% |
| 6M | +19.0% | -19.9% | +39.0% | +19.4% |
| YTD | +4.7% | +20.8% | -16.0% | +0.7% |
| 1Y | +26.0% | +123.5% | -97.5% | +13.0% |
| 3Y | +18.0% | +30.9% | -12.9% | +8.0% |
| 5Y | +8.0% | +136.3% | -128.3% | +4.4% |
| All | +8.0% | +138.4% | -130.4% | +4.4% |
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