+25.9%
TRMB vs LBRT
-22.5%
+48.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | 0.0% |
| 7D | -16.7% | -29.1% | +12.5% | -11.9% |
| 30D | -9.9% | -38.4% | +28.5% | -2.8% |
| 3M | -7.6% | -40.1% | +32.5% | -0.3% |
| 6M | -14.7% | -62.9% | +48.2% | -1.3% |
| YTD | -30.9% | -34.5% | +3.6% | -28.9% |
| 1Y | -31.3% | -30.2% | -1.1% | -30.3% |
| 3Y | +29.4% | -37.5% | +66.9% | +28.4% |
| 5Y | -37.4% | +7.6% | -45.0% | -46.0% |
| All | +25.9% | -22.5% | +48.3% | -11.4% |
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