+621.4%
TRGP vs LBRT
-22.5%
+643.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.0% | -4.8% |
| 7D | -16.0% | -29.1% | +13.1% | -4.3% |
| 30D | -6.4% | -38.4% | +31.9% | +12.0% |
| 3M | -1.0% | -40.1% | +39.1% | +18.8% |
| 6M | +7.0% | -62.9% | +69.9% | +51.4% |
| YTD | +46.1% | -34.5% | +80.6% | +59.0% |
| 1Y | +58.7% | -30.2% | +88.9% | +66.8% |
| 3Y | +221.9% | -37.5% | +259.3% | +219.9% |
| 5Y | +419.9% | +7.6% | +412.3% | +277.2% |
| All | +621.4% | -22.5% | +643.9% | +289.6% |
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 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