-40.4%
TOST vs LBRT
+1.0%
-41.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.1% | +1.3% |
| 7D | +11.6% | -34.8% | +46.4% | +17.8% |
| 30D | +16.2% | -43.6% | +59.8% | +25.1% |
| 3M | +1.0% | -41.2% | +42.3% | +7.5% |
| 6M | +23.2% | -66.1% | +89.3% | +42.2% |
| YTD | -1.0% | -37.9% | +36.9% | -0.9% |
| 1Y | -9.9% | -33.9% | +24.0% | -11.4% |
| 3Y | +101.0% | -40.9% | +141.9% | +90.5% |
| 5Y | -40.4% | +2.1% | -42.5% | -54.2% |
| All | -40.4% | +1.0% | -41.4% | -54.2% |
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