+714.4%
TLN vs LBRT
+5.8%
+708.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +4.0% |
| 7D | +15.9% | -1.9% | +17.8% | +16.2% |
| 30D | -0.3% | -32.0% | +31.8% | +9.1% |
| 3M | +5.8% | -39.7% | +45.5% | +18.9% |
| 6M | -1.2% | -61.1% | +59.8% | +20.7% |
| YTD | +1.0% | -29.4% | +30.4% | +6.6% |
| 1Y | +1.1% | -24.5% | +25.6% | +4.9% |
| 3Y | +591.7% | -28.1% | +619.8% | +619.1% |
| All | +714.4% | +5.8% | +708.6% | +731.0% |
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 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