-79.7%
TE vs LBRT
+6.0%
-85.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.9% | +1.4% |
| 7D | -12.6% | -29.1% | +16.6% | +0.1% |
| 30D | -36.7% | -38.4% | +1.7% | -23.5% |
| 3M | -57.5% | -40.1% | -17.4% | -48.3% |
| 6M | -55.2% | -62.9% | +7.7% | -34.9% |
| YTD | -64.7% | -34.5% | -30.1% | -58.6% |
| 1Y | -35.9% | -30.2% | -5.7% | -26.2% |
| 3Y | -31.8% | -37.5% | +5.7% | -23.6% |
| All | -79.7% | +6.0% | -85.6% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling