+265.2%
TPR vs LBRT
-15.3%
+280.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -0.3% | +9.2% | -9.5% | -2.1% |
| 30D | +15.1% | -27.5% | +42.6% | +21.2% |
| 3M | +3.5% | -37.9% | +41.4% | +11.8% |
| 6M | +0.4% | -60.7% | +61.2% | +17.8% |
| YTD | +4.6% | -28.5% | +33.1% | +5.9% |
| 1Y | +33.1% | -13.2% | +46.3% | +28.8% |
| 3Y | +396.0% | -28.8% | +424.8% | +373.7% |
| 5Y | +230.3% | +28.0% | +202.3% | +157.3% |
| All | +265.2% | -15.3% | +280.5% | +124.6% |
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