+581.7%
TLN vs LBRT
+68.9%
+512.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.4% |
| 7D | +7.1% | +8.7% | -1.7% | +5.1% |
| 30D | -3.9% | +6.6% | -10.5% | -5.3% |
| 3M | -16.2% | -34.5% | +18.3% | -9.0% |
| 6M | -5.8% | -24.5% | +18.7% | -1.8% |
| YTD | -15.4% | +12.7% | -28.2% | -19.9% |
| 1Y | -16.7% | +94.8% | -111.5% | -31.7% |
| 3Y | +473.8% | +31.9% | +441.9% | +433.3% |
| All | +581.7% | +68.9% | +512.8% | +524.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling