-72.0%
TTD vs LBRT
-25.0%
-47.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -11.2% | +14.1% | +1.9% |
| 7D | +3.7% | -25.3% | +29.0% | +1.3% |
| 30D | +10.4% | -32.9% | +43.3% | +7.5% |
| 3M | -31.6% | -33.3% | +1.7% | -33.5% |
| 6M | -45.1% | -61.0% | +15.9% | -47.4% |
| YTD | -65.1% | -28.0% | -37.1% | -66.9% |
| 1Y | -72.0% | -21.5% | -50.5% | -74.3% |
| All | -72.0% | -25.0% | -47.0% | -74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling