+123.5%
LBRT vs TSLQ
-50.7%
+174.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +10.2% | -8.0% | +18.2% | +8.9% |
| 30D | +4.9% | -23.8% | +28.6% | +1.0% |
| 3M | -21.2% | -7.0% | -14.2% | -19.9% |
| 6M | -19.9% | -17.1% | -2.8% | -18.1% |
| YTD | +20.8% | +0.1% | +20.7% | +28.4% |
| 1Y | +123.5% | -51.2% | +174.7% | +135.2% |
| All | +123.5% | -50.7% | +174.3% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling