+169.9%
TSCO vs LBRT
-16.4%
+186.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.3% | -2.2% |
| 7D | +0.4% | -1.9% | +2.3% | +0.5% |
| 30D | +9.8% | -32.0% | +41.9% | +11.7% |
| 3M | +4.8% | -39.7% | +44.5% | +7.2% |
| 6M | +23.3% | -61.1% | +84.4% | +28.9% |
| YTD | -25.1% | -29.4% | +4.3% | -25.4% |
| 1Y | -32.7% | -24.5% | -8.3% | -33.4% |
| 3Y | -2.0% | -28.1% | +26.1% | -4.7% |
| 5Y | -7.8% | +23.9% | -31.7% | -15.1% |
| All | +169.9% | -16.4% | +186.3% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling