+204.9%
TTD vs LBRT
-16.2%
+221.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +8.1% | +7.4% | +14.0% |
| 7D | +19.0% | -11.9% | +30.9% | +21.4% |
| 30D | +23.6% | -31.9% | +55.5% | +31.4% |
| 3M | +8.2% | -34.9% | +43.1% | +15.2% |
| 6M | -35.3% | -60.7% | +25.3% | -25.1% |
| YTD | -60.7% | -29.2% | -31.5% | -60.2% |
| 1Y | -65.3% | -23.6% | -41.7% | -65.5% |
| 3Y | -80.6% | -26.8% | -53.7% | -81.5% |
| 5Y | -84.6% | +16.3% | -100.9% | -87.3% |
| All | +204.9% | -16.2% | +221.1% | +109.5% |
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 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