+33.1%
TPR vs LBRT
-17.1%
+50.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.1% |
| 7D | -0.3% | +9.2% | -9.5% | +0.1% |
| 30D | +15.1% | -27.5% | +42.6% | +14.8% |
| 3M | +3.5% | -37.9% | +41.4% | +3.6% |
| 6M | +0.4% | -60.7% | +61.2% | +1.8% |
| YTD | +4.6% | -28.5% | +33.1% | -3.7% |
| 1Y | +33.1% | -13.2% | +46.3% | +16.7% |
| All | +33.1% | -17.1% | +50.2% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling