+103.2%
TOST vs LBRT
-38.0%
+141.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -1.6% |
| 7D | +9.4% | -29.1% | +38.6% | +11.1% |
| 30D | +13.5% | -38.4% | +51.9% | +16.3% |
| 3M | -0.1% | -40.1% | +39.9% | +2.3% |
| 6M | +22.5% | -62.9% | +85.4% | +30.2% |
| YTD | -2.4% | -34.5% | +32.2% | -5.2% |
| 1Y | -4.7% | -30.2% | +25.5% | -8.6% |
| 3Y | +103.2% | -37.5% | +140.7% | +93.4% |
| All | +103.2% | -38.0% | +141.2% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling