+613.0%
TT vs LBRT
+33.5%
+579.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.7% |
| 7D | 0.0% | +8.7% | -8.7% | -1.1% |
| 30D | -7.2% | +6.6% | -13.8% | -8.0% |
| 3M | -3.0% | -34.5% | +31.5% | +1.5% |
| 6M | +1.4% | -24.5% | +25.8% | +3.6% |
| YTD | +15.9% | +12.7% | +3.2% | +12.2% |
| 1Y | +9.4% | +94.8% | -85.4% | -2.1% |
| 3Y | +124.4% | +31.9% | +92.5% | +105.4% |
| 5Y | +138.0% | +111.8% | +26.2% | +96.6% |
| All | +613.0% | +33.5% | +579.5% | +429.8% |
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