+687.6%
TRGP vs LBRT
+33.5%
+654.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.8% |
| 7D | +0.8% | +8.7% | -8.0% | -2.6% |
| 30D | +11.5% | +6.6% | +4.9% | +8.2% |
| 3M | +9.0% | -34.5% | +43.5% | +25.4% |
| 6M | +20.5% | -24.5% | +45.0% | +29.1% |
| YTD | +59.5% | +12.7% | +46.8% | +42.2% |
| 1Y | +77.9% | +94.8% | -16.9% | +20.4% |
| 3Y | +253.6% | +31.9% | +221.7% | +161.3% |
| 5Y | +615.5% | +111.8% | +503.6% | +294.2% |
| All | +687.6% | +33.5% | +654.2% | +248.5% |
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