-43.8%
TOST vs LBRT
+11.8%
-55.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.1% | +1.2% |
| 7D | +11.6% | -34.8% | +46.4% | +17.6% |
| 30D | +16.2% | -43.6% | +59.8% | +24.8% |
| 3M | +1.0% | -41.2% | +42.3% | +7.3% |
| 6M | +23.2% | -66.1% | +89.3% | +41.3% |
| YTD | -1.0% | -37.9% | +36.9% | -0.8% |
| 1Y | -9.9% | -33.9% | +24.0% | -11.3% |
| 3Y | +101.0% | -40.9% | +141.9% | +91.2% |
| 5Y | -40.4% | +2.1% | -42.5% | -53.7% |
| All | -43.8% | +11.8% | -55.6% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling