+164.1%
TTD vs LBRT
-22.5%
+186.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.4% | 0.0% |
| 7D | +5.2% | -29.1% | +34.4% | +11.3% |
| 30D | +6.9% | -38.4% | +45.3% | +15.6% |
| 3M | -26.8% | -40.1% | +13.2% | -20.9% |
| 6M | -46.1% | -62.9% | +16.7% | -37.1% |
| YTD | -65.9% | -34.5% | -31.4% | -65.1% |
| 1Y | -71.8% | -30.2% | -41.6% | -71.6% |
| 3Y | -83.3% | -37.5% | -45.8% | -83.7% |
| 5Y | -81.1% | +7.6% | -88.7% | -84.3% |
| All | +164.1% | -22.5% | +186.6% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling