+236.8%
TPR vs LBRT
+33.5%
+203.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -2.3% | +8.3% | -10.6% | -3.9% |
| 30D | -23.0% | +6.1% | -29.1% | -24.1% |
| 3M | -12.5% | -34.8% | +22.3% | -5.7% |
| 6M | -21.4% | -24.8% | +3.4% | -18.7% |
| YTD | -3.5% | +12.2% | -15.7% | -9.3% |
| 1Y | +17.4% | +94.0% | -76.6% | -4.4% |
| 3Y | +291.3% | +31.3% | +260.0% | +232.6% |
| 5Y | +241.9% | +111.8% | +130.1% | +142.0% |
| All | +236.8% | +33.5% | +203.4% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling