+94.8%
TFC vs LBRT
-30.4%
+125.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.4% |
| 7D | +1.7% | -15.7% | +17.4% | +3.9% |
| 30D | +9.0% | -34.3% | +43.3% | +15.2% |
| 3M | -2.1% | -40.6% | +38.5% | +4.9% |
| 6M | +3.4% | -62.0% | +65.4% | +18.7% |
| YTD | +5.3% | -31.6% | +36.9% | +5.2% |
| 1Y | +16.2% | -25.8% | +42.0% | +13.3% |
| 3Y | +94.8% | -30.4% | +125.2% | +82.0% |
| All | +94.8% | -30.4% | +125.2% | +82.0% |
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 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