-26.8%
LBRT vs TENB
+16.0%
-42.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.7% | +4.5% | +7.4% |
| 7D | -11.9% | -8.0% | -4.0% | -10.4% |
| 30D | -31.9% | +5.0% | -36.9% | -32.3% |
| 3M | -34.9% | +20.0% | -54.9% | -37.2% |
| 6M | -60.7% | +100.0% | -160.7% | -67.8% |
| YTD | -29.2% | +85.6% | -114.8% | -41.3% |
| 1Y | -23.6% | +57.8% | -81.4% | -31.7% |
| 3Y | -26.8% | +17.6% | -44.5% | -26.1% |
| All | -26.8% | +16.0% | -42.8% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling