+120.6%
TECK vs LBRT
-22.5%
+143.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | -0.7% |
| 7D | -0.2% | -29.1% | +28.9% | +9.6% |
| 30D | -7.5% | -38.4% | +30.8% | +5.9% |
| 3M | -8.4% | -40.1% | +31.6% | +5.0% |
| 6M | -2.2% | -62.9% | +60.7% | +27.6% |
| YTD | +26.8% | -34.5% | +61.3% | +35.1% |
| 1Y | +46.5% | -30.2% | +76.7% | +52.2% |
| 3Y | +69.0% | -37.5% | +106.5% | +68.3% |
| 5Y | +138.8% | +7.6% | +131.2% | +89.3% |
| All | +120.6% | -22.5% | +143.1% | +40.1% |
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