+215.0%
TTD vs LBRT
-19.0%
+234.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.7% | +3.9% |
| 7D | +19.9% | -15.7% | +35.6% | +23.3% |
| 30D | +27.6% | -34.3% | +61.9% | +36.5% |
| 3M | +15.2% | -40.6% | +55.8% | +24.9% |
| 6M | -33.2% | -62.0% | +28.8% | -22.2% |
| YTD | -59.4% | -31.6% | -27.8% | -58.6% |
| 1Y | -64.4% | -25.8% | -38.6% | -64.4% |
| 3Y | -75.9% | -30.4% | -45.5% | -76.9% |
| 5Y | -82.6% | +18.7% | -101.3% | -85.8% |
| All | +215.0% | -19.0% | +234.0% | +117.7% |
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