+139.3%
TEL vs LBRT
+43.0%
+96.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.7% |
| 7D | +1.2% | +10.2% | -9.0% | -0.6% |
| 30D | -4.1% | +4.9% | -9.0% | -5.0% |
| 3M | -2.6% | -21.2% | +18.7% | +0.5% |
| 6M | 0.0% | -19.9% | +20.0% | +1.9% |
| YTD | -9.1% | +20.8% | -29.8% | -14.5% |
| 1Y | -0.8% | +123.5% | -124.4% | -18.0% |
| 3Y | +67.4% | +30.9% | +36.4% | +47.8% |
| 5Y | +51.8% | +136.3% | -84.5% | +14.6% |
| All | +139.3% | +43.0% | +96.3% | +50.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling