+162.2%
TECK vs LBRT
+38.7%
+123.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.2% | +2.9% |
| 7D | +7.8% | +6.9% | +0.8% | +5.6% |
| 30D | +8.3% | +7.8% | +0.5% | +5.4% |
| 3M | +16.1% | -25.3% | +41.3% | +24.0% |
| 6M | +42.9% | -19.6% | +62.4% | +47.1% |
| YTD | +50.8% | +17.2% | +33.6% | +36.5% |
| 1Y | +106.1% | +114.1% | -8.0% | +48.5% |
| 3Y | +84.0% | +27.0% | +57.0% | +48.6% |
| 5Y | +223.5% | +128.3% | +95.2% | +104.3% |
| All | +162.2% | +38.7% | +123.5% | +41.5% |
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 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