-0.8%
TOST vs LBRT
-25.0%
+24.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -11.2% | +16.7% | +3.8% |
| 7D | +10.7% | -25.3% | +36.1% | +6.7% |
| 30D | +17.7% | -32.9% | +50.6% | +12.5% |
| 3M | +4.6% | -33.3% | +37.9% | +0.1% |
| 6M | +20.3% | -61.0% | +81.2% | +9.3% |
| YTD | -0.4% | -28.0% | +27.6% | -8.3% |
| 1Y | -0.8% | -21.5% | +20.7% | -9.2% |
| All | -0.8% | -25.0% | +24.3% | -9.2% |
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 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