+576.3%
TT vs LBRT
-16.4%
+592.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.5% |
| 7D | +3.5% | -1.9% | +5.4% | +3.7% |
| 30D | -11.0% | -32.0% | +21.0% | -6.9% |
| 3M | -12.0% | -39.7% | +27.7% | -6.7% |
| 6M | -10.4% | -61.1% | +50.7% | -0.4% |
| YTD | +9.9% | -29.4% | +39.3% | +12.4% |
| 1Y | +1.5% | -24.5% | +25.9% | +2.7% |
| 3Y | +93.7% | -28.1% | +121.8% | +91.1% |
| 5Y | +139.2% | +23.9% | +115.4% | +112.1% |
| All | +576.3% | -16.4% | +592.6% | +430.8% |
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