+569.4%
TT vs LBRT
-16.2%
+585.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +3.6% |
| 7D | +1.7% | -11.9% | +13.7% | +3.2% |
| 30D | -11.8% | -31.9% | +20.1% | -7.7% |
| 3M | -12.6% | -34.9% | +22.3% | -8.2% |
| 6M | -9.4% | -60.7% | +51.3% | +0.6% |
| YTD | +8.8% | -29.2% | +38.0% | +11.3% |
| 1Y | -2.5% | -23.6% | +21.1% | -1.5% |
| 3Y | +95.7% | -26.8% | +122.5% | +92.6% |
| 5Y | +135.7% | +16.3% | +119.4% | +110.8% |
| All | +569.4% | -16.2% | +585.6% | +425.4% |
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