+38.5%
TNA vs LBRT
-25.0%
+63.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -11.2% | +15.6% | +6.4% |
| 7D | +2.4% | -25.3% | +27.7% | +7.8% |
| 30D | -0.9% | -32.9% | +32.0% | +6.4% |
| 3M | -19.2% | -33.3% | +14.1% | -13.4% |
| 6M | -0.8% | -61.0% | +60.1% | +19.4% |
| YTD | +33.2% | -28.0% | +61.2% | +17.5% |
| 1Y | +38.5% | -21.5% | +60.0% | +13.5% |
| All | +38.5% | -25.0% | +63.5% | +13.5% |
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