+266.2%
TPR vs LBRT
-22.5%
+288.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -2.1% |
| 7D | +14.2% | -29.1% | +43.3% | +21.1% |
| 30D | +17.1% | -38.4% | +55.5% | +27.3% |
| 3M | -17.7% | -40.1% | +22.3% | -10.5% |
| 6M | -10.2% | -62.9% | +52.7% | +6.6% |
| YTD | +4.9% | -34.5% | +39.4% | +8.1% |
| 1Y | +36.1% | -30.2% | +66.3% | +37.9% |
| 3Y | +416.5% | -37.5% | +453.9% | +406.8% |
| 5Y | +254.8% | +7.6% | +247.2% | +187.2% |
| All | +266.2% | -22.5% | +288.7% | +129.4% |
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 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