+808.8%
TTMI vs LBRT
+115.1%
+693.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.4% | +8.4% |
| 7D | +5.9% | +8.7% | -2.9% | +3.4% |
| 30D | -4.3% | +6.6% | -10.9% | -5.9% |
| 3M | -32.0% | -34.5% | +2.4% | -24.6% |
| 6M | +19.5% | -24.5% | +44.0% | +26.4% |
| YTD | +82.0% | +12.7% | +69.3% | +73.1% |
| 1Y | +172.6% | +94.8% | +77.8% | +126.1% |
| 3Y | +744.7% | +31.9% | +712.8% | +640.6% |
| All | +808.8% | +115.1% | +693.7% | +612.7% |
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