-76.7%
TE vs LBRT
+31.2%
-107.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.1% | -11.1% | -4.6% |
| 7D | -10.5% | -11.9% | +1.4% | -8.2% |
| 30D | -32.4% | -31.9% | -0.5% | -27.3% |
| 3M | -60.9% | -34.9% | -26.0% | -57.6% |
| 6M | -62.8% | -60.7% | -2.2% | -56.0% |
| YTD | -65.7% | -29.2% | -36.5% | -63.1% |
| 1Y | -39.9% | -23.6% | -16.3% | -36.0% |
| 3Y | +10.6% | -26.8% | +37.5% | +15.7% |
| 5Y | -79.7% | +16.3% | -96.0% | -79.4% |
| All | -76.7% | +31.2% | -107.9% | -76.4% |
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