+70.1%
TECK vs LBRT
-27.1%
+97.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -0.4% | +9.2% | -9.6% | -2.1% |
| 30D | -7.1% | -27.5% | +20.4% | -1.8% |
| 3M | -5.5% | -37.9% | +32.4% | +2.7% |
| 6M | -9.7% | -60.7% | +51.0% | +7.0% |
| YTD | +26.3% | -28.5% | +54.8% | +27.8% |
| 1Y | +44.4% | -13.2% | +57.6% | +39.1% |
| 3Y | +70.1% | -28.8% | +98.8% | +62.0% |
| All | +70.1% | -27.1% | +97.2% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling