+240.4%
TPR vs LBRT
+114.2%
+126.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -2.3% | +8.3% | -10.6% | -3.5% |
| 30D | -23.0% | +6.1% | -29.1% | -23.8% |
| 3M | -12.5% | -34.8% | +22.3% | -7.5% |
| 6M | -21.4% | -24.8% | +3.4% | -19.4% |
| YTD | -3.5% | +12.2% | -15.7% | -8.3% |
| 1Y | +17.4% | +94.0% | -76.6% | -0.4% |
| 3Y | +291.3% | +31.3% | +260.0% | +243.7% |
| All | +240.4% | +114.2% | +126.2% | +151.2% |
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