+112.8%
TNA vs LBRT
-38.0%
+150.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.6% | +0.4% |
| 7D | -7.0% | -29.1% | +22.2% | +7.3% |
| 30D | -6.4% | -38.4% | +31.9% | +14.3% |
| 3M | -25.7% | -40.1% | +14.4% | -9.1% |
| 6M | -19.7% | -62.9% | +43.2% | +20.9% |
| YTD | +18.3% | -34.5% | +52.8% | +23.7% |
| 1Y | +24.6% | -30.2% | +54.8% | +25.1% |
| 3Y | +112.8% | -37.5% | +150.3% | +124.9% |
| All | +112.8% | -38.0% | +150.8% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling