+17.3%
TFC vs LBRT
+115.1%
-97.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +2.4% | +8.7% | -6.3% | +0.7% |
| 30D | -1.3% | +6.6% | -7.9% | -2.7% |
| 3M | +6.1% | -34.5% | +40.5% | +14.0% |
| 6M | +7.3% | -24.5% | +31.8% | +10.9% |
| YTD | +8.2% | +12.7% | -4.5% | +1.2% |
| 1Y | +14.4% | +94.8% | -80.4% | -8.0% |
| 3Y | +93.7% | +31.9% | +61.9% | +63.3% |
| All | +17.3% | +115.1% | -97.9% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling