+86.2%
TFC vs LBRT
-38.0%
+124.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -1.7% |
| 7D | +1.2% | -29.1% | +30.4% | +5.9% |
| 30D | +8.3% | -38.4% | +46.7% | +15.6% |
| 3M | -5.2% | -40.1% | +34.9% | +1.3% |
| 6M | -0.8% | -62.9% | +62.1% | +14.3% |
| YTD | +3.4% | -34.5% | +38.0% | +4.0% |
| 1Y | +17.0% | -30.2% | +47.2% | +15.4% |
| 3Y | +86.2% | -37.5% | +123.6% | +78.6% |
| All | +86.2% | -38.0% | +124.2% | +78.6% |
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 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