+366.4%
TTMI vs LBRT
+6.0%
+360.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.4% | +1.5% | +5.1% |
| 7D | -19.8% | -29.1% | +9.3% | -10.0% |
| 30D | -48.1% | -38.4% | -9.7% | -38.7% |
| 3M | -51.2% | -40.1% | -11.2% | -41.9% |
| 6M | -59.6% | -62.9% | +3.3% | -45.6% |
| YTD | -3.6% | -34.5% | +30.9% | +9.8% |
| 1Y | -2.3% | -30.2% | +27.9% | +9.8% |
| 3Y | +369.4% | -37.5% | +406.8% | +411.5% |
| All | +366.4% | +6.0% | +360.4% | +352.0% |
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