+1.1%
TLN vs LBRT
-23.4%
+24.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +3.8% |
| 7D | +15.9% | -1.9% | +17.8% | +16.2% |
| 30D | -0.3% | -32.0% | +31.8% | +10.6% |
| 3M | +5.8% | -39.7% | +45.5% | +21.0% |
| 6M | -1.2% | -61.1% | +59.8% | +23.3% |
| YTD | +1.0% | -29.4% | +30.4% | -0.8% |
| 1Y | +1.1% | -24.5% | +25.6% | -5.5% |
| All | +1.1% | -23.4% | +24.5% | -5.5% |
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