-6.3%
TNA vs LBRT
+38.7%
-45.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -3.4% |
| 7D | +4.1% | +6.9% | -2.9% | +0.3% |
| 30D | -7.6% | +7.8% | -15.4% | -11.9% |
| 3M | +8.1% | -25.3% | +33.3% | +21.4% |
| 6M | +49.0% | -19.6% | +68.6% | +55.7% |
| YTD | +51.7% | +17.2% | +34.6% | +26.5% |
| 1Y | +59.6% | +114.1% | -54.5% | -10.5% |
| 3Y | +118.9% | +27.0% | +91.9% | +61.6% |
| 5Y | -19.2% | +128.3% | -147.5% | -59.7% |
| All | -6.3% | +38.7% | -45.0% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling