+151.8%
TECK vs LBRT
+33.5%
+118.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -0.3% | +8.3% | -8.6% | -2.8% |
| 30D | +4.6% | +6.1% | -1.5% | +2.3% |
| 3M | +2.8% | -34.8% | +37.6% | +14.7% |
| 6M | +24.9% | -24.8% | +49.7% | +31.4% |
| YTD | +44.7% | +12.2% | +32.5% | +32.7% |
| 1Y | +112.0% | +94.0% | +18.0% | +57.5% |
| 3Y | +67.6% | +31.3% | +36.3% | +33.3% |
| 5Y | +200.3% | +111.8% | +88.5% | +94.2% |
| 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 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