+36.0%
TFC vs LBRT
-26.4%
+62.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.7% | +11.7% | +1.0% |
| 7D | +1.1% | -34.8% | +35.9% | +10.1% |
| 30D | +7.8% | -43.6% | +51.4% | +20.8% |
| 3M | -4.8% | -41.2% | +36.5% | +5.2% |
| 6M | +1.8% | -66.1% | +67.9% | +25.5% |
| YTD | +4.4% | -37.9% | +42.3% | +9.8% |
| 1Y | +18.0% | -33.9% | +51.8% | +21.6% |
| 3Y | +85.2% | -40.9% | +126.0% | +85.5% |
| 5Y | -1.4% | +2.1% | -3.5% | -18.2% |
| All | +36.0% | -26.4% | +62.4% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling