+221.9%
TRGP vs LBRT
-38.0%
+259.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.0% | -3.9% |
| 7D | -16.0% | -29.1% | +13.1% | -9.1% |
| 30D | -6.4% | -38.4% | +31.9% | +4.3% |
| 3M | -1.0% | -40.1% | +39.1% | +10.6% |
| 6M | +7.0% | -62.9% | +69.9% | +32.5% |
| YTD | +46.1% | -34.5% | +80.6% | +53.0% |
| 1Y | +58.7% | -30.2% | +88.9% | +62.5% |
| 3Y | +221.9% | -37.5% | +259.3% | +223.6% |
| All | +221.9% | -38.0% | +259.9% | +223.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling