+28.3%
TTWO vs LBRT
+28.1%
+0.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +6.0% | +9.2% | -3.2% | +5.4% |
| 30D | +13.2% | -27.5% | +40.7% | +15.3% |
| 3M | -5.8% | -37.9% | +32.1% | -3.1% |
| 6M | +0.4% | -60.7% | +61.1% | +7.0% |
| YTD | -11.0% | -28.5% | +17.5% | -10.8% |
| 1Y | -4.1% | -13.2% | +9.1% | -5.8% |
| 3Y | +51.8% | -28.8% | +80.6% | +47.4% |
| All | +28.3% | +28.1% | +0.2% | +14.9% |
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