-12.6%
TTWO vs LBRT
+97.8%
-110.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | +0.4% | +1.8% | -1.4% | +0.3% |
| 30D | -11.3% | -2.5% | -8.8% | -11.3% |
| 3M | +1.6% | -24.9% | +26.5% | +2.8% |
| 6M | +2.1% | -29.5% | +31.5% | +3.6% |
| YTD | -15.8% | +14.7% | -30.6% | -17.1% |
| 1Y | -12.6% | +91.7% | -104.3% | -15.6% |
| All | -12.6% | +97.8% | -110.4% | -15.6% |
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