-82.3%
TTD vs LBRT
+26.0%
-108.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.6% |
| 7D | +6.3% | +8.7% | -2.4% | +5.2% |
| 30D | -23.9% | +6.6% | -30.5% | -24.7% |
| 3M | -31.4% | -34.5% | +3.1% | -27.8% |
| 6M | -42.7% | -24.5% | -18.2% | -41.5% |
| YTD | -62.0% | +12.7% | -74.7% | -64.2% |
| 1Y | -72.2% | +94.8% | -167.1% | -77.1% |
| All | -82.3% | +26.0% | -108.2% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling