+132.3%
TECK vs LBRT
-16.4%
+148.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.3% |
| 7D | -1.2% | -1.9% | +0.7% | -0.8% |
| 30D | -5.7% | -32.0% | +26.3% | +4.8% |
| 3M | -3.6% | -39.7% | +36.1% | +10.5% |
| 6M | -2.2% | -61.1% | +58.9% | +25.9% |
| YTD | +33.6% | -29.4% | +62.9% | +39.1% |
| 1Y | +49.0% | -24.5% | +73.4% | +51.1% |
| 3Y | +85.4% | -28.1% | +113.5% | +76.6% |
| 5Y | +138.5% | +23.9% | +114.6% | +81.1% |
| All | +132.3% | -16.4% | +148.7% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling