+256.1%
TPR vs LBRT
+6.0%
+250.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -1.7% |
| 7D | +14.2% | -29.1% | +43.3% | +18.6% |
| 30D | +17.1% | -38.4% | +55.5% | +23.7% |
| 3M | -17.7% | -40.1% | +22.3% | -13.0% |
| 6M | -10.2% | -62.9% | +52.7% | +1.2% |
| YTD | +4.9% | -34.5% | +39.4% | +6.0% |
| 1Y | +36.1% | -30.2% | +66.3% | +35.7% |
| 3Y | +416.5% | -37.5% | +453.9% | +401.0% |
| All | +256.1% | +6.0% | +250.1% | +208.9% |
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 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