-45.7%
TOST vs LBRT
+101.9%
-147.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.1% |
| 7D | -3.4% | +8.3% | -11.7% | -4.6% |
| 30D | -2.4% | +6.1% | -8.6% | -3.6% |
| 3M | +34.6% | -34.8% | +69.4% | +42.7% |
| 6M | +15.2% | -24.8% | +40.0% | +17.6% |
| YTD | -4.4% | +12.2% | -16.6% | -10.8% |
| 1Y | -17.4% | +94.0% | -111.4% | -33.4% |
| 3Y | +54.5% | +31.3% | +23.2% | +29.3% |
| All | -45.7% | +101.9% | -147.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling