+80.5%
TTWO vs LBRT
+43.0%
+37.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.2% |
| 7D | -2.3% | +10.2% | -12.5% | -2.8% |
| 30D | -16.7% | +4.9% | -21.6% | -17.0% |
| 3M | -0.4% | -21.2% | +20.8% | +0.5% |
| 6M | -1.6% | -19.9% | +18.3% | -1.0% |
| YTD | -17.5% | +20.8% | -38.3% | -19.0% |
| 1Y | -14.8% | +123.5% | -138.4% | -19.5% |
| 3Y | +47.9% | +30.9% | +17.0% | +42.1% |
| 5Y | +34.5% | +136.3% | -101.8% | +24.9% |
| All | +80.5% | +43.0% | +37.5% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling