+0.7%
TRI vs LBRT
+22.2%
-21.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.4% |
| 7D | -7.2% | -1.9% | -5.3% | -7.1% |
| 30D | +4.4% | -32.0% | +36.4% | +4.5% |
| 3M | +4.5% | -39.7% | +44.2% | +4.7% |
| 6M | +23.7% | -61.1% | +84.8% | +25.3% |
| YTD | -14.4% | -29.4% | +15.0% | -15.1% |
| 1Y | -17.4% | -24.5% | +7.1% | -18.4% |
| 3Y | -11.0% | -28.1% | +17.1% | -13.3% |
| 5Y | +0.7% | +23.9% | -23.2% | -4.8% |
| All | +0.7% | +22.2% | -21.5% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling