-7.0%
TLT vs LBRT
-17.1%
+10.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -3.1% | +9.2% | -12.3% | -2.9% |
| 30D | +1.0% | -27.5% | +28.6% | +0.3% |
| 3M | -2.7% | -37.9% | +35.2% | -3.6% |
| 6M | -4.1% | -60.7% | +56.6% | -5.7% |
| YTD | -5.4% | -28.5% | +23.1% | -7.1% |
| 1Y | -7.0% | -13.2% | +6.2% | -9.7% |
| All | -7.0% | -17.1% | +10.1% | -9.7% |
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