+33.8%
TTWO vs LBRT
+116.2%
-82.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.0% |
| 7D | -1.6% | +6.9% | -8.5% | -2.1% |
| 30D | -13.5% | +7.8% | -21.3% | -14.1% |
| 3M | +0.3% | -25.3% | +25.6% | +2.5% |
| 6M | +0.8% | -19.6% | +20.4% | +1.9% |
| YTD | -16.7% | +17.2% | -33.9% | -19.0% |
| 1Y | -14.3% | +114.1% | -128.3% | -22.2% |
| 3Y | +49.4% | +27.0% | +22.4% | +38.7% |
| 5Y | +33.8% | +128.3% | -94.5% | +16.4% |
| All | +33.8% | +116.2% | -82.4% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling