+486.7%
TLN vs LBRT
-41.2%
+527.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.7% | +10.5% | +0.3% |
| 7D | -9.4% | -34.8% | +25.5% | +0.9% |
| 30D | -15.2% | -43.6% | +28.3% | -2.3% |
| 3M | -4.1% | -41.2% | +37.1% | +9.5% |
| 6M | -17.8% | -66.1% | +48.2% | +5.3% |
| YTD | -15.6% | -37.9% | +22.2% | -7.9% |
| 1Y | -21.6% | -33.9% | +12.3% | -16.0% |
| All | +486.7% | -41.2% | +527.8% | +546.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling