+14.4%
TFC vs LBRT
+100.7%
-86.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | 0.0% |
| 7D | +2.4% | +8.3% | -5.8% | +2.0% |
| 30D | -1.3% | +6.1% | -7.4% | -1.6% |
| 3M | +6.1% | -34.8% | +40.8% | +8.6% |
| 6M | +7.3% | -24.8% | +32.2% | +8.2% |
| YTD | +8.2% | +12.2% | -4.0% | +4.3% |
| 1Y | +14.4% | +94.0% | -79.6% | +3.0% |
| All | +14.4% | +100.7% | -86.3% | +3.0% |
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