-40.9%
TSCO vs LBRT
+100.7%
-141.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.3% |
| 7D | +0.8% | +8.3% | -7.5% | +1.8% |
| 30D | +5.5% | +6.1% | -0.7% | +6.4% |
| 3M | +20.0% | -34.8% | +54.7% | +14.9% |
| 6M | -29.8% | -24.8% | -5.0% | -31.4% |
| YTD | -28.7% | +12.2% | -40.9% | -29.1% |
| 1Y | -40.9% | +94.0% | -134.9% | -40.4% |
| All | -40.9% | +100.7% | -141.6% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling