+155.8%
TEL vs LBRT
-16.2%
+172.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.1% | -2.4% | +4.2% |
| 7D | +0.6% | -11.9% | +12.5% | +2.6% |
| 30D | +0.2% | -31.9% | +32.2% | +6.7% |
| 3M | +1.5% | -34.9% | +36.4% | +8.7% |
| 6M | +6.9% | -60.7% | +67.6% | +23.9% |
| YTD | -2.8% | -29.2% | +26.4% | -0.2% |
| 1Y | -8.8% | -23.6% | +14.8% | -7.8% |
| 3Y | +84.3% | -26.8% | +111.1% | +79.8% |
| 5Y | +46.8% | +16.3% | +30.5% | +25.9% |
| All | +155.8% | -16.2% | +172.0% | +75.2% |
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 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