+41.7%
TTWO vs LBRT
-28.3%
+70.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.1% | -11.6% | -3.6% |
| 7D | +8.0% | -11.9% | +19.9% | +8.2% |
| 30D | -2.8% | -31.9% | +29.1% | -1.9% |
| 3M | -15.9% | -34.9% | +19.0% | -15.0% |
| 6M | -5.9% | -60.7% | +54.7% | -2.6% |
| YTD | -19.0% | -29.2% | +10.2% | -19.1% |
| 1Y | -10.6% | -23.6% | +13.0% | -11.2% |
| 3Y | +41.7% | -26.8% | +68.6% | +37.0% |
| All | +41.7% | -28.3% | +70.0% | +37.0% |
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