+680.9%
TLN vs LBRT
+6.1%
+674.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.1% | -0.9% | +5.2% |
| 7D | +9.1% | -11.9% | +21.0% | +12.4% |
| 30D | -4.1% | -31.9% | +27.9% | +4.9% |
| 3M | +4.4% | -34.9% | +39.3% | +15.3% |
| 6M | -6.0% | -60.7% | +54.6% | +14.6% |
| YTD | -3.1% | -29.2% | +26.1% | +2.2% |
| 1Y | -6.1% | -23.6% | +17.6% | -2.8% |
| 3Y | +575.3% | -26.8% | +602.2% | +601.4% |
| All | +680.9% | +6.1% | +674.9% | +696.3% |
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