+27.0%
LBRT vs TSLQ
-95.9%
+122.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.0% | +11.9% | +2.8% |
| 7D | +6.9% | -8.6% | +15.5% | +5.8% |
| 30D | +7.8% | -24.9% | +32.7% | +4.2% |
| 3M | -25.3% | -1.5% | -23.7% | -23.1% |
| 6M | -19.6% | -18.1% | -1.5% | -18.3% |
| YTD | +17.2% | -0.1% | +17.3% | +23.0% |
| 1Y | +114.1% | -51.4% | +165.5% | +109.1% |
| 3Y | +27.0% | -95.9% | +122.9% | +3.0% |
| All | +27.0% | -95.9% | +122.9% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling