-16.3%
TTWO vs LBRT
-32.4%
+16.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.7% | +15.8% | +1.6% |
| 7D | +10.3% | -34.8% | +45.1% | +9.2% |
| 30D | +5.3% | -43.6% | +48.9% | +4.5% |
| 3M | -9.2% | -41.2% | +32.1% | -10.2% |
| 6M | -4.4% | -66.1% | +61.7% | -2.5% |
| YTD | -16.7% | -37.9% | +21.2% | -19.5% |
| 1Y | -16.3% | -33.9% | +17.6% | -21.4% |
| All | -16.3% | -32.4% | +16.2% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling