+162.3%
TRI vs LBRT
+34.6%
+127.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | -1.1% |
| 7D | -14.4% | +2.3% | -16.7% | -14.5% |
| 30D | -8.1% | -2.9% | -5.2% | -8.1% |
| 3M | +17.5% | -26.1% | +43.7% | +18.7% |
| 6M | -5.0% | -26.2% | +21.2% | -4.2% |
| YTD | -24.7% | +13.7% | -38.4% | -25.7% |
| 1Y | -41.5% | +93.6% | -135.1% | -44.0% |
| 3Y | -20.3% | +23.2% | -43.6% | -23.0% |
| 5Y | -10.9% | +125.5% | -136.5% | -17.9% |
| All | +162.3% | +34.6% | +127.7% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling