+139.7%
TEL vs LBRT
+38.7%
+101.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.5% |
| 7D | -1.4% | +6.9% | -8.4% | -2.6% |
| 30D | -4.9% | +7.8% | -12.7% | -6.3% |
| 3M | +0.1% | -25.3% | +25.3% | +4.3% |
| 6M | +0.4% | -19.6% | +19.9% | +2.1% |
| YTD | -8.9% | +17.2% | -26.1% | -13.9% |
| 1Y | -0.3% | +114.1% | -114.4% | -16.9% |
| 3Y | +67.6% | +27.0% | +40.6% | +48.8% |
| 5Y | +50.7% | +128.3% | -77.6% | +14.5% |
| All | +139.7% | +38.7% | +101.0% | +51.2% |
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