+669.9%
TTMI vs LBRT
+38.7%
+631.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.9% | -0.9% | +2.1% |
| 7D | +12.2% | +6.9% | +5.2% | +10.5% |
| 30D | -5.7% | +7.8% | -13.5% | -7.3% |
| 3M | -27.5% | -25.3% | -2.2% | -23.0% |
| 6M | +47.1% | -19.6% | +66.7% | +52.4% |
| YTD | +87.5% | +17.2% | +70.3% | +78.3% |
| 1Y | +175.2% | +114.1% | +61.1% | +128.4% |
| 3Y | +901.9% | +27.0% | +874.9% | +800.2% |
| 5Y | +843.5% | +128.3% | +715.2% | +617.6% |
| All | +669.9% | +38.7% | +631.2% | +383.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling