+51.2%
TTWO vs LBRT
-27.9%
+79.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +6.4% | +13.8% | -7.5% | +6.1% |
| 30D | +13.3% | -32.4% | +45.7% | +14.4% |
| 3M | -6.6% | -39.9% | +33.3% | -5.3% |
| 6M | +0.4% | -60.8% | +61.3% | +4.0% |
| YTD | -11.4% | -29.3% | +17.9% | -11.4% |
| 1Y | -5.6% | -18.9% | +13.3% | -6.5% |
| All | +51.2% | -27.9% | +79.1% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling