+25.6%
TNA vs LBRT
-23.3%
+48.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +7.7% | +13.8% | -6.1% | +4.6% |
| 30D | -0.7% | -32.4% | +31.7% | +6.6% |
| 3M | -25.4% | -39.9% | +14.5% | -18.1% |
| 6M | -11.8% | -60.8% | +49.0% | +6.2% |
| YTD | +23.9% | -29.3% | +53.2% | +7.5% |
| 1Y | +25.6% | -18.9% | +44.5% | -9.3% |
| All | +25.6% | -23.3% | +48.9% | -9.3% |
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