-48.5%
TE vs LBRT
+117.2%
-165.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.9% | +6.1% | +9.3% |
| 7D | +18.2% | +6.9% | +11.3% | +16.8% |
| 30D | -13.5% | +7.8% | -21.3% | -14.8% |
| 3M | -44.6% | -25.3% | -19.3% | -41.9% |
| 6M | -24.7% | -19.6% | -5.1% | -21.9% |
| YTD | -24.3% | +17.2% | -41.4% | -25.9% |
| 1Y | +155.6% | +114.1% | +41.5% | +125.1% |
| 3Y | -18.3% | +27.0% | -45.3% | -22.6% |
| 5Y | -41.3% | +128.3% | -169.6% | -46.1% |
| All | -48.5% | +117.2% | -165.7% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling