-84.3%
TE vs LBRT
+28.1%
-112.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.5% |
| 7D | -19.1% | +9.2% | -28.3% | -22.0% |
| 30D | -34.1% | -27.5% | -6.6% | -25.5% |
| 3M | -60.1% | -37.9% | -22.2% | -52.2% |
| 6M | -66.0% | -60.7% | -5.2% | -51.8% |
| YTD | -71.4% | -28.5% | -42.9% | -67.7% |
| 1Y | -45.3% | -13.2% | -32.1% | -42.1% |
| 3Y | +9.1% | -28.8% | +37.9% | +16.3% |
| All | -84.3% | +28.1% | -112.4% | -86.7% |
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