+5.9%
TLN vs LBRT
-17.1%
+23.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -3.1% |
| 7D | +11.0% | +9.2% | +1.8% | +8.1% |
| 30D | +4.9% | -27.5% | +32.4% | +14.2% |
| 3M | +4.9% | -37.9% | +42.8% | +18.9% |
| 6M | +7.1% | -60.7% | +67.8% | +32.7% |
| YTD | +0.3% | -28.5% | +28.8% | -2.6% |
| 1Y | +5.9% | -13.2% | +19.1% | -10.3% |
| All | +5.9% | -17.1% | +23.0% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling