+524.7%
TT vs LBRT
-26.4%
+551.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.7% | +9.3% | -2.6% |
| 7D | -9.0% | -34.8% | +25.8% | -4.1% |
| 30D | -17.6% | -43.6% | +26.0% | -11.7% |
| 3M | -18.7% | -41.2% | +22.6% | -13.4% |
| 6M | -17.4% | -66.1% | +48.6% | -6.6% |
| YTD | +1.5% | -37.9% | +39.4% | +5.6% |
| 1Y | -9.4% | -33.9% | +24.5% | -6.7% |
| 3Y | +85.1% | -40.9% | +125.9% | +87.1% |
| 5Y | +125.7% | +2.1% | +123.6% | +105.3% |
| All | +524.7% | -26.4% | +551.1% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling