+81.0%
TEL vs LBRT
-27.1%
+108.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +4.5% | +9.2% | -4.7% | +2.8% |
| 30D | +2.9% | -27.5% | +30.4% | +8.2% |
| 3M | +1.1% | -37.9% | +39.0% | +9.1% |
| 6M | +5.0% | -60.7% | +65.7% | +22.1% |
| YTD | -3.9% | -28.5% | +24.6% | -3.3% |
| 1Y | -7.4% | -13.2% | +5.8% | -10.7% |
| 3Y | +81.0% | -28.8% | +109.8% | +66.9% |
| All | +81.0% | -27.1% | +108.1% | +66.9% |
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