-47.3%
TE vs LBRT
+115.1%
-162.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | -4.0% | +8.7% | -12.7% | -7.0% |
| 30D | -15.9% | +6.6% | -22.5% | -18.1% |
| 3M | -60.5% | -34.5% | -26.1% | -54.4% |
| 6M | -35.2% | -24.5% | -10.7% | -29.1% |
| YTD | -31.1% | +12.7% | -43.9% | -34.3% |
| 1Y | +148.6% | +94.8% | +53.8% | +89.7% |
| 3Y | -26.4% | +31.9% | -58.3% | -36.6% |
| All | -47.3% | +115.1% | -162.5% | -60.9% |
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