-50.0%
TNA vs LBRT
+6.0%
-56.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.6% | +0.1% |
| 7D | -7.0% | -29.1% | +22.2% | +9.3% |
| 30D | -6.4% | -38.4% | +31.9% | +17.2% |
| 3M | -25.7% | -40.1% | +14.4% | -6.8% |
| 6M | -19.7% | -62.9% | +43.2% | +25.9% |
| YTD | +18.3% | -34.5% | +52.8% | +27.4% |
| 1Y | +24.6% | -30.2% | +54.8% | +28.8% |
| 3Y | +112.8% | -37.5% | +150.3% | +117.1% |
| All | -50.0% | +6.0% | -56.0% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling