+151.8%
TECK vs LBRT
+33.5%
+118.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -0.3% | +8.7% | -9.1% | -2.9% |
| 30D | +4.6% | +6.6% | -2.0% | +2.1% |
| 3M | +2.8% | -34.5% | +37.3% | +14.6% |
| 6M | +24.9% | -24.5% | +49.4% | +31.2% |
| YTD | +44.7% | +12.7% | +32.0% | +32.6% |
| 1Y | +112.0% | +94.8% | +17.1% | +57.3% |
| 3Y | +67.6% | +31.9% | +35.7% | +33.1% |
| 5Y | +200.3% | +111.8% | +88.5% | +94.3% |
| All | +151.8% | +33.5% | +118.3% | +37.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling