-44.4%
TOST vs LBRT
+27.4%
-71.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.1% | -7.8% | -0.8% |
| 7D | +4.0% | -11.9% | +16.0% | +5.4% |
| 30D | +11.1% | -31.9% | +43.0% | +16.1% |
| 3M | +0.8% | -34.9% | +35.7% | +5.6% |
| 6M | +38.8% | -60.7% | +99.5% | +56.2% |
| YTD | -2.1% | -29.2% | +27.1% | -3.6% |
| 1Y | -6.0% | -23.6% | +17.6% | -9.3% |
| 3Y | +149.8% | -26.8% | +176.6% | +128.5% |
| 5Y | -42.8% | +16.3% | -59.1% | -56.4% |
| All | -44.4% | +27.4% | -71.8% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling