+96.6%
TFC vs LBRT
+25.4%
+71.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.1% |
| 7D | +2.4% | +8.3% | -5.8% | +1.1% |
| 30D | -1.3% | +6.1% | -7.4% | -2.4% |
| 3M | +6.1% | -34.8% | +40.8% | +13.2% |
| 6M | +7.3% | -24.8% | +32.2% | +10.4% |
| YTD | +8.2% | +12.2% | -4.0% | +1.4% |
| 1Y | +14.4% | +94.0% | -79.6% | -7.9% |
| All | +96.6% | +25.4% | +71.2% | +69.4% |
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