+417.0%
TTMI vs LBRT
+28.1%
+388.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.3% |
| 7D | +11.4% | +9.2% | +2.2% | +8.4% |
| 30D | -28.3% | -27.5% | -0.8% | -19.4% |
| 3M | -46.7% | -37.9% | -8.8% | -37.1% |
| 6M | -56.1% | -60.7% | +4.6% | -42.1% |
| YTD | +7.4% | -28.5% | +35.9% | +19.0% |
| 1Y | +17.4% | -13.2% | +30.6% | +24.5% |
| 3Y | +429.1% | -28.8% | +457.9% | +456.9% |
| All | +417.0% | +28.1% | +388.9% | +379.7% |
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 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