+70.2%
TEL vs LBRT
+21.3%
+48.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | +3.0% | +8.7% | -5.8% | +1.5% |
| 30D | -3.9% | +6.6% | -10.5% | -5.1% |
| 3M | -5.1% | -34.5% | +29.4% | +1.4% |
| 6M | +0.6% | -24.5% | +25.1% | +3.3% |
| YTD | -7.3% | +12.7% | -20.0% | -13.1% |
| 1Y | +1.1% | +94.8% | -93.7% | -16.9% |
| All | +70.2% | +21.3% | +48.9% | +47.6% |
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