+11.2%
TRMB vs LBRT
+26.0%
-14.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -2.5% | +8.7% | -11.3% | -3.6% |
| 30D | +1.5% | +6.6% | -5.1% | +0.4% |
| 3M | +6.8% | -34.5% | +41.2% | +12.7% |
| 6M | -14.9% | -24.5% | +9.5% | -13.0% |
| YTD | -24.1% | +12.7% | -36.8% | -28.7% |
| 1Y | -25.4% | +94.8% | -120.2% | -38.9% |
| All | +11.2% | +26.0% | -14.7% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling