+40.9%
TFC vs LBRT
+33.5%
+7.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +2.4% | +8.3% | -5.8% | +0.6% |
| 30D | -1.3% | +6.1% | -7.4% | -2.9% |
| 3M | +6.1% | -34.8% | +40.8% | +14.9% |
| 6M | +7.3% | -24.8% | +32.2% | +11.5% |
| YTD | +8.2% | +12.2% | -4.0% | +1.3% |
| 1Y | +14.4% | +94.0% | -79.6% | -8.1% |
| 3Y | +93.7% | +31.3% | +62.4% | +63.7% |
| 5Y | +16.4% | +111.8% | -95.4% | -17.4% |
| All | +40.9% | +33.5% | +7.5% | -21.0% |
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 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