+37.1%
TFC vs LBRT
-16.4%
+53.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.7% |
| 7D | -1.2% | -1.9% | +0.7% | -1.1% |
| 30D | +7.8% | -32.0% | +39.8% | +15.8% |
| 3M | -3.0% | -39.7% | +36.7% | +6.6% |
| 6M | +5.8% | -61.1% | +66.9% | +26.5% |
| YTD | +5.3% | -29.4% | +34.7% | +7.5% |
| 1Y | +15.7% | -24.5% | +40.1% | +15.7% |
| 3Y | +94.8% | -28.1% | +122.9% | +86.5% |
| 5Y | 0.0% | +23.9% | -23.8% | -20.6% |
| All | +37.1% | -16.4% | +53.5% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling