+153.9%
TRV vs LBRT
+116.2%
+37.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.3% |
| 7D | +0.5% | +6.9% | -6.5% | 0.0% |
| 30D | -4.9% | +7.8% | -12.7% | -5.4% |
| 3M | +23.7% | -25.3% | +49.0% | +25.8% |
| 6M | +20.3% | -19.6% | +39.9% | +21.2% |
| YTD | +27.1% | +17.2% | +9.9% | +23.4% |
| 1Y | +35.3% | +114.1% | -78.7% | +22.6% |
| 3Y | +139.8% | +27.0% | +112.8% | +122.5% |
| 5Y | +153.9% | +128.3% | +25.6% | +103.7% |
| All | +153.9% | +116.2% | +37.7% | +103.7% |
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