-33.3%
TLT vs LBRT
+114.2%
-147.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.2% |
| 7D | -0.4% | +8.3% | -8.7% | -0.2% |
| 30D | -0.6% | +6.1% | -6.7% | -0.4% |
| 3M | -2.7% | -34.8% | +32.0% | -3.8% |
| 6M | -5.6% | -24.8% | +19.2% | -6.2% |
| YTD | -2.8% | +12.2% | -15.0% | -2.0% |
| 1Y | -1.4% | +94.0% | -95.4% | +1.5% |
| 3Y | -1.6% | +31.3% | -32.9% | +0.7% |
| All | -33.3% | +114.2% | -147.5% | -27.3% |
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 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