-53.2%
TE vs LBRT
+109.0%
-162.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -4.0% | +8.3% | -12.2% | -5.4% |
| 30D | -15.9% | +6.1% | -22.0% | -16.9% |
| 3M | -60.5% | -34.8% | -25.8% | -57.5% |
| 6M | -35.2% | -24.8% | -10.4% | -32.0% |
| YTD | -31.1% | +12.2% | -43.4% | -32.2% |
| 1Y | +148.6% | +94.0% | +54.7% | +122.5% |
| 3Y | -26.4% | +31.3% | -57.7% | -30.2% |
| 5Y | -48.0% | +111.8% | -159.9% | -51.9% |
| All | -53.2% | +109.0% | -162.1% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling