+232.3%
TRV vs LBRT
+43.0%
+189.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | 0.0% |
| 7D | +0.2% | +10.2% | -10.0% | -0.9% |
| 30D | -2.3% | +4.9% | -7.2% | -3.0% |
| 3M | +22.7% | -21.2% | +43.9% | +25.0% |
| 6M | +21.9% | -19.9% | +41.9% | +23.4% |
| YTD | +27.5% | +20.8% | +6.7% | +22.1% |
| 1Y | +36.2% | +123.5% | -87.3% | +19.4% |
| 3Y | +140.6% | +30.9% | +109.7% | +118.7% |
| 5Y | +154.5% | +136.3% | +18.2% | +104.9% |
| All | +232.3% | +43.0% | +189.3% | +124.2% |
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