+60.5%
TEM vs LBRT
-2.1%
+62.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +0.9% | +8.3% | -7.3% | -1.4% |
| 30D | +38.4% | +6.1% | +32.2% | +35.1% |
| 3M | +23.7% | -34.8% | +58.4% | +38.4% |
| 6M | +26.0% | -24.8% | +50.8% | +31.9% |
| YTD | +9.4% | +12.2% | -2.8% | -3.3% |
| 1Y | -17.3% | +94.0% | -111.3% | -44.8% |
| All | +60.5% | -2.1% | +62.7% | +28.1% |
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