-84.6%
TTD vs LBRT
+25.3%
-109.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | +20.8% | +13.8% | +6.9% | +18.6% |
| 30D | +27.1% | -32.4% | +59.5% | +33.4% |
| 3M | +14.7% | -39.9% | +54.6% | +22.0% |
| 6M | -26.8% | -60.8% | +34.0% | -17.2% |
| YTD | -59.2% | -29.3% | -30.0% | -59.4% |
| 1Y | -64.7% | -18.9% | -45.8% | -65.9% |
| 3Y | -75.8% | -28.0% | -47.9% | -77.5% |
| 5Y | -84.6% | +26.6% | -111.2% | -87.6% |
| All | -84.6% | +25.3% | -109.9% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling