+270.0%
TPR vs LBRT
-26.4%
+296.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -13.7% | +20.8% | +9.8% |
| 7D | +13.9% | -34.8% | +48.7% | +22.8% |
| 30D | +14.9% | -43.6% | +58.5% | +27.3% |
| 3M | -15.4% | -41.2% | +25.9% | -7.6% |
| 6M | -4.5% | -66.1% | +61.6% | +15.5% |
| YTD | +6.0% | -37.9% | +43.9% | +10.4% |
| 1Y | +24.3% | -33.9% | +58.2% | +27.3% |
| 3Y | +412.8% | -40.9% | +453.7% | +409.1% |
| 5Y | +258.4% | +2.1% | +256.3% | +193.3% |
| All | +270.0% | -26.4% | +296.4% | +134.2% |
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 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