+65.1%
TNA vs LBRT
+100.7%
-35.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -0.1% | +8.3% | -8.3% | -1.5% |
| 30D | -4.9% | +6.1% | -11.0% | -6.1% |
| 3M | +0.4% | -34.8% | +35.1% | +7.7% |
| 6M | +32.5% | -24.8% | +57.4% | +36.4% |
| YTD | +53.7% | +12.2% | +41.5% | +43.3% |
| 1Y | +65.1% | +94.0% | -28.9% | +47.3% |
| All | +65.1% | +100.7% | -35.6% | +47.3% |
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 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