+266.5%
TRV vs LBRT
-16.2%
+282.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.1% | +13.8% | -13.8% | -1.4% |
| 30D | +8.0% | -32.4% | +40.4% | +11.9% |
| 3M | +9.3% | -39.9% | +49.2% | +14.5% |
| 6M | +36.2% | -60.8% | +97.0% | +48.5% |
| YTD | +40.6% | -29.3% | +69.8% | +41.6% |
| 1Y | +43.1% | -18.9% | +61.9% | +41.4% |
| 3Y | +149.6% | -28.0% | +177.6% | +141.2% |
| 5Y | +181.6% | +26.6% | +155.1% | +142.8% |
| All | +266.5% | -16.2% | +282.7% | +159.9% |
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