-72.2%
TTD vs LBRT
+100.7%
-172.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.3% |
| 7D | +6.3% | +8.3% | -1.9% | +6.6% |
| 30D | -23.9% | +6.1% | -30.0% | -23.8% |
| 3M | -31.4% | -34.8% | +3.4% | -32.1% |
| 6M | -42.7% | -24.8% | -17.8% | -43.0% |
| YTD | -62.0% | +12.2% | -74.2% | -62.0% |
| 1Y | -72.2% | +94.0% | -166.2% | -70.1% |
| All | -72.2% | +100.7% | -172.9% | -70.1% |
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