+97.3%
TEM vs LBRT
-38.4%
+135.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.3% |
| 7D | +5.1% | -1.9% | +7.0% | +5.6% |
| 30D | +16.8% | -32.0% | +48.9% | +28.4% |
| 3M | +42.6% | -39.7% | +82.3% | +60.5% |
| 6M | +63.9% | -61.1% | +125.0% | +108.0% |
| YTD | +34.5% | -29.4% | +63.9% | +32.8% |
| 1Y | +11.0% | -24.5% | +35.5% | +6.2% |
| All | +97.3% | -38.4% | +135.7% | +75.9% |
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