-61.1%
LBRT vs TSLQ
-18.7%
-42.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.8% | +9.1% | +1.4% |
| 7D | -1.9% | -7.3% | +5.4% | -2.4% |
| 30D | -32.0% | -13.2% | -18.8% | -32.8% |
| 3M | -39.7% | -37.6% | -2.0% | -44.4% |
| 6M | -61.1% | -9.3% | -51.8% | -59.8% |
| All | -61.1% | -18.7% | -42.4% | -59.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling