+55.9%
TNA vs LBRT
+119.0%
-63.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -4.7% |
| 7D | -3.6% | +10.2% | -13.8% | -5.3% |
| 30D | -10.1% | +4.9% | -14.9% | -10.9% |
| 3M | +2.7% | -21.2% | +23.9% | +6.2% |
| 6M | +38.4% | -19.9% | +58.4% | +40.8% |
| YTD | +45.4% | +20.8% | +24.7% | +33.5% |
| 1Y | +55.9% | +123.5% | -67.6% | +33.1% |
| All | +55.9% | +119.0% | -63.0% | +33.1% |
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