+731.6%
TLN vs LBRT
+6.0%
+725.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +22.3% | +13.8% | +8.4% | +18.5% |
| 30D | +1.2% | -32.4% | +33.6% | +10.8% |
| 3M | +5.9% | -39.9% | +45.8% | +19.1% |
| 6M | +3.2% | -60.8% | +64.1% | +26.0% |
| YTD | +3.2% | -29.3% | +32.4% | +8.8% |
| 1Y | +5.2% | -18.9% | +24.1% | +7.5% |
| 3Y | +606.3% | -28.0% | +634.2% | +633.9% |
| All | +731.6% | +6.0% | +725.6% | +748.1% |
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