-18.9%
LBRT vs TSLQ
-29.0%
+10.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | -0.6% |
| 7D | +13.8% | -26.6% | +40.4% | +7.4% |
| 30D | -32.4% | -17.5% | -14.9% | -33.4% |
| 3M | -39.9% | -41.7% | +1.8% | -43.2% |
| 6M | -60.8% | -16.9% | -43.9% | -61.1% |
| YTD | -29.3% | -21.9% | -7.4% | -27.3% |
| 1Y | -18.9% | -32.5% | +13.6% | -19.1% |
| All | -18.9% | -29.0% | +10.1% | -19.1% |
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