+189.6%
TRI vs LBRT
+33.5%
+156.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.5% | -5.5% |
| 7D | -0.5% | +8.3% | -8.8% | -0.8% |
| 30D | +7.9% | +6.1% | +1.7% | +7.5% |
| 3M | +24.1% | -34.8% | +58.8% | +25.9% |
| 6M | +3.8% | -24.8% | +28.7% | +4.6% |
| YTD | -16.9% | +12.2% | -29.1% | -17.9% |
| 1Y | -38.4% | +94.0% | -132.4% | -41.1% |
| 3Y | -12.2% | +31.3% | -43.5% | -15.5% |
| 5Y | -1.8% | +111.8% | -113.6% | -9.2% |
| All | +189.6% | +33.5% | +156.1% | +142.7% |
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 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