-15.2%
TLT vs LBRT
-22.5%
+7.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | +0.2% |
| 7D | +0.1% | -29.1% | +29.2% | -1.2% |
| 30D | +6.2% | -38.4% | +44.6% | +4.3% |
| 3M | -0.3% | -40.1% | +39.7% | -2.1% |
| 6M | -3.4% | -62.9% | +59.5% | -6.7% |
| YTD | -3.1% | -34.5% | +31.4% | -4.0% |
| 1Y | -5.2% | -30.2% | +25.0% | -5.8% |
| 3Y | +6.5% | -37.5% | +43.9% | +6.4% |
| 5Y | -34.7% | +7.6% | -42.3% | -31.8% |
| All | -15.2% | -22.5% | +7.2% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling