+226.4%
TTD vs LBRT
-16.4%
+242.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.0% |
| 7D | +20.8% | -1.9% | +22.7% | +21.1% |
| 30D | +33.8% | -32.0% | +65.9% | +42.3% |
| 3M | +17.8% | -39.7% | +57.5% | +27.4% |
| 6M | -25.7% | -61.1% | +35.3% | -13.8% |
| YTD | -57.9% | -29.4% | -28.5% | -57.4% |
| 1Y | -63.8% | -24.5% | -39.4% | -64.0% |
| 3Y | -75.0% | -28.1% | -46.9% | -76.2% |
| 5Y | -82.5% | +23.9% | -106.4% | -85.8% |
| All | +226.4% | -16.4% | +242.8% | +124.3% |
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 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