-19.4%
TEM vs LBRT
+99.1%
-118.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.1% |
| 7D | +0.9% | +8.7% | -7.8% | +0.4% |
| 30D | +38.4% | +6.6% | +31.8% | +37.3% |
| 3M | +23.7% | -34.5% | +58.1% | +26.2% |
| 6M | +26.0% | -24.5% | +50.5% | +26.7% |
| YTD | +9.4% | +12.7% | -3.3% | +5.4% |
| All | -19.4% | +99.1% | -118.6% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling