+57.3%
TMO vs LBRT
-60.9%
+118.2%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.2% |
| 7D | +0.8% | +9.2% | -8.4% | +1.4% |
| 30D | +4.0% | -27.5% | +31.5% | -0.8% |
| 3M | +17.6% | -37.9% | +55.5% | +9.3% |
| 6M | +57.3% | -60.7% | +118.0% | +33.9% |
| All | +57.3% | -60.9% | +118.2% | +33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling