-17.4%
TOST vs LBRT
+100.7%
-118.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | +0.2% |
| 7D | -3.4% | +8.3% | -11.7% | -2.7% |
| 30D | -2.4% | +6.1% | -8.6% | -1.8% |
| 3M | +34.6% | -34.8% | +69.4% | +30.4% |
| 6M | +15.2% | -24.8% | +40.0% | +12.7% |
| YTD | -4.4% | +12.2% | -16.6% | -5.4% |
| 1Y | -17.4% | +94.0% | -111.4% | -15.8% |
| All | -17.4% | +100.7% | -118.1% | -15.8% |
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