+49.4%
TTWO vs LBRT
+27.1%
+22.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.8% |
| 7D | -1.6% | +6.9% | -8.5% | -1.9% |
| 30D | -13.5% | +7.8% | -21.3% | -13.8% |
| 3M | +0.3% | -25.3% | +25.6% | +1.7% |
| 6M | +0.8% | -19.6% | +20.4% | +1.5% |
| YTD | -16.7% | +17.2% | -33.9% | -18.0% |
| 1Y | -14.3% | +114.1% | -128.3% | -18.8% |
| 3Y | +49.4% | +27.0% | +22.4% | +41.1% |
| All | +49.4% | +27.1% | +22.3% | +41.1% |
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