+90.2%
TT vs LBRT
-38.0%
+128.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -3.0% | +1.7% |
| 7D | -2.0% | -29.1% | +27.1% | +2.1% |
| 30D | -14.0% | -38.4% | +24.4% | -8.9% |
| 3M | -15.9% | -40.1% | +24.2% | -10.7% |
| 6M | -17.3% | -62.9% | +45.6% | -7.4% |
| YTD | +4.0% | -34.5% | +38.5% | +6.6% |
| 1Y | -7.1% | -30.2% | +23.1% | -5.7% |
| 3Y | +90.2% | -37.5% | +127.7% | +93.0% |
| All | +90.2% | -38.0% | +128.2% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling