-45.7%
TOST vs LBRT
+102.8%
-148.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -3.4% | +8.7% | -12.1% | -4.7% |
| 30D | -2.4% | +6.6% | -9.0% | -3.7% |
| 3M | +34.6% | -34.5% | +69.1% | +42.6% |
| 6M | +15.2% | -24.5% | +39.7% | +17.5% |
| YTD | -4.4% | +12.7% | -17.1% | -10.9% |
| 1Y | -17.4% | +94.8% | -112.3% | -33.5% |
| 3Y | +54.5% | +31.9% | +22.6% | +29.2% |
| All | -45.7% | +102.8% | -148.5% | -60.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling