+647.6%
TTMI vs LBRT
+33.5%
+614.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +8.6% |
| 7D | +5.9% | +8.3% | -2.4% | +3.9% |
| 30D | -4.3% | +6.1% | -10.4% | -5.6% |
| 3M | -32.0% | -34.8% | +2.7% | -25.5% |
| 6M | +19.5% | -24.8% | +44.3% | +25.8% |
| YTD | +82.0% | +12.2% | +69.8% | +74.8% |
| 1Y | +172.6% | +94.0% | +78.6% | +131.1% |
| 3Y | +744.7% | +31.3% | +713.4% | +653.6% |
| 5Y | +805.6% | +111.8% | +693.7% | +600.0% |
| All | +647.6% | +33.5% | +614.1% | +374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling