+39.7%
LBRT vs TENB
+1.3%
+38.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +10.2% | -1.7% | +11.8% | +10.6% |
| 30D | +4.9% | -8.3% | +13.1% | +6.5% |
| 3M | -21.2% | +26.2% | -47.4% | -27.5% |
| 6M | -19.9% | +60.2% | -80.1% | -31.6% |
| YTD | +20.8% | +43.1% | -22.3% | +5.4% |
| 1Y | +123.5% | +9.4% | +114.2% | +109.9% |
| 3Y | +30.9% | -23.9% | +54.8% | +33.5% |
| 5Y | +136.3% | -28.2% | +164.5% | +129.4% |
| All | +39.7% | +1.3% | +38.4% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling