-37.1%
TRMB vs LBRT
+115.1%
-152.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -2.5% | +8.7% | -11.3% | -3.7% |
| 30D | +1.5% | +6.6% | -5.1% | +0.3% |
| 3M | +6.8% | -34.5% | +41.2% | +12.6% |
| 6M | -14.9% | -24.5% | +9.5% | -12.9% |
| YTD | -24.1% | +12.7% | -36.8% | -28.1% |
| 1Y | -25.4% | +94.8% | -120.2% | -37.1% |
| 3Y | +8.0% | +31.9% | -23.8% | -5.4% |
| All | -37.1% | +115.1% | -152.3% | -48.7% |
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 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