-17.3%
TLN vs LBRT
-25.0%
+7.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -11.2% | +2.7% | -5.2% |
| 7D | -6.0% | -25.3% | +19.3% | +2.0% |
| 30D | -1.5% | -32.9% | +31.3% | +9.9% |
| 3M | -3.9% | -33.3% | +29.4% | +7.6% |
| 6M | -15.0% | -61.0% | +45.9% | +6.0% |
| YTD | -12.8% | -28.0% | +15.2% | -14.4% |
| 1Y | -17.3% | -21.5% | +4.2% | -23.0% |
| All | -17.3% | -25.0% | +7.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling