+676.7%
TLN vs LBRT
+2.4%
+674.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.3% |
| 7D | +1.1% | -15.7% | +16.8% | +5.3% |
| 30D | -4.6% | -34.3% | +29.7% | +5.2% |
| 3M | +5.2% | -40.6% | +45.9% | +18.8% |
| 6M | -6.5% | -62.0% | +55.5% | +15.0% |
| YTD | -3.6% | -31.6% | +28.0% | +2.5% |
| 1Y | -8.2% | -25.8% | +17.5% | -4.4% |
| 3Y | +559.7% | -30.4% | +590.1% | +591.3% |
| All | +676.7% | +2.4% | +674.3% | +698.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling