0.0%
TFC vs LBRT
+22.2%
-22.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.6% |
| 7D | -1.2% | -1.9% | +0.7% | -1.1% |
| 30D | +7.8% | -32.0% | +39.8% | +14.5% |
| 3M | -3.0% | -39.7% | +36.7% | +5.1% |
| 6M | +5.8% | -61.1% | +66.9% | +23.7% |
| YTD | +5.3% | -29.4% | +34.7% | +6.1% |
| 1Y | +15.7% | -24.5% | +40.1% | +14.2% |
| 3Y | +94.8% | -28.1% | +122.9% | +83.6% |
| 5Y | 0.0% | +23.9% | -23.8% | -23.0% |
| All | 0.0% | +22.2% | -22.2% | -23.0% |
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 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