+628.3%
TLN vs LBRT
-1.9%
+630.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.4% | +1.7% | +5.7% |
| 7D | -1.3% | -29.1% | +27.8% | +7.0% |
| 30D | -10.5% | -38.4% | +27.9% | +0.3% |
| 3M | +0.1% | -40.1% | +40.2% | +12.8% |
| 6M | -17.4% | -62.9% | +45.5% | +2.2% |
| YTD | -9.7% | -34.5% | +24.9% | -2.8% |
| 1Y | -12.3% | -30.2% | +18.0% | -7.2% |
| 3Y | +528.3% | -37.5% | +565.7% | +566.0% |
| All | +628.3% | -1.9% | +630.2% | +657.1% |
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