-10.2%
TNA vs LBRT
+43.0%
-53.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -5.8% |
| 7D | -3.6% | +10.2% | -13.8% | -8.7% |
| 30D | -10.1% | +4.9% | -14.9% | -12.9% |
| 3M | +2.7% | -21.2% | +23.9% | +12.0% |
| 6M | +38.4% | -19.9% | +58.4% | +45.0% |
| YTD | +45.4% | +20.8% | +24.7% | +19.1% |
| 1Y | +55.9% | +123.5% | -67.6% | -14.7% |
| 3Y | +109.8% | +30.9% | +78.9% | +52.2% |
| 5Y | -22.5% | +136.3% | -158.8% | -62.1% |
| All | -10.2% | +43.0% | -53.2% | -62.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling