-5.0%
TNA vs LBRT
+33.5%
-38.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.1% |
| 7D | -0.1% | +8.7% | -8.8% | -4.6% |
| 30D | -4.9% | +6.6% | -11.5% | -8.8% |
| 3M | +0.4% | -34.5% | +34.8% | +21.5% |
| 6M | +32.5% | -24.5% | +57.0% | +43.6% |
| YTD | +53.7% | +12.7% | +41.0% | +30.9% |
| 1Y | +65.1% | +94.8% | -29.7% | -2.4% |
| 3Y | +98.4% | +31.9% | +66.6% | +42.6% |
| 5Y | -22.5% | +111.8% | -134.3% | -59.7% |
| All | -5.0% | +33.5% | -38.5% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling