-18.2%
LBRT vs TENB
+23.5%
-41.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.5% | +1.2% |
| 7D | +13.8% | -7.0% | +20.9% | +15.8% |
| 30D | -32.4% | -0.6% | -31.8% | -32.2% |
| 3M | -39.9% | +10.9% | -50.8% | -42.1% |
| 6M | -60.8% | +95.4% | -156.2% | -68.1% |
| YTD | -29.3% | +74.5% | -103.7% | -41.6% |
| 1Y | -18.9% | +49.2% | -68.1% | -30.0% |
| 3Y | -28.0% | +9.7% | -37.7% | -32.8% |
| 5Y | +26.6% | -24.6% | +51.2% | +21.8% |
| All | -18.2% | +23.5% | -41.7% | -45.5% |
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