+29.4%
TRMB vs LBRT
-38.0%
+67.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +0.1% |
| 7D | -16.7% | -29.1% | +12.5% | -13.0% |
| 30D | -9.9% | -38.4% | +28.5% | -4.4% |
| 3M | -7.6% | -40.1% | +32.5% | -2.0% |
| 6M | -14.7% | -62.9% | +48.2% | -3.4% |
| YTD | -30.9% | -34.5% | +3.6% | -31.0% |
| 1Y | -31.3% | -30.2% | -1.1% | -32.5% |
| 3Y | +29.4% | -37.5% | +66.9% | +23.3% |
| All | +29.4% | -38.0% | +67.4% | +23.3% |
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