+15.2%
TOST vs LBRT
-25.8%
+41.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | +0.2% |
| 7D | -3.4% | +8.3% | -11.7% | -2.2% |
| 30D | -2.4% | +6.1% | -8.6% | -1.3% |
| 3M | +34.6% | -34.8% | +69.4% | +22.5% |
| 6M | +15.2% | -24.8% | +40.0% | +8.7% |
| All | +15.2% | -25.8% | +41.0% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling