-16.7%
TLN vs LBRT
+100.7%
-117.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.7% | +3.6% |
| 7D | +7.1% | +8.3% | -1.2% | +5.6% |
| 30D | -3.9% | +6.1% | -10.0% | -4.8% |
| 3M | -16.2% | -34.8% | +18.6% | -11.3% |
| 6M | -5.8% | -24.8% | +19.0% | -3.2% |
| YTD | -15.4% | +12.2% | -27.7% | -18.2% |
| 1Y | -16.7% | +94.0% | -110.7% | -19.6% |
| All | -16.7% | +100.7% | -117.4% | -19.6% |
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