+804.9%
TTMI vs LBRT
+26.0%
+778.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.4% | +8.3% |
| 7D | +5.9% | +8.7% | -2.9% | +2.8% |
| 30D | -4.3% | +6.6% | -10.9% | -6.3% |
| 3M | -32.0% | -34.5% | +2.4% | -22.8% |
| 6M | +19.5% | -24.5% | +44.0% | +27.8% |
| YTD | +82.0% | +12.7% | +69.3% | +69.4% |
| 1Y | +172.6% | +94.8% | +77.8% | +112.8% |
| All | +804.9% | +26.0% | +778.9% | +686.1% |
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