-14.0%
TSCO vs LBRT
+27.1%
-41.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.1% | +0.8% |
| 7D | +1.7% | +6.9% | -5.3% | +1.6% |
| 30D | +2.8% | +7.8% | -5.0% | +2.7% |
| 3M | +17.9% | -25.3% | +43.2% | +18.5% |
| 6M | -28.6% | -19.6% | -9.0% | -28.8% |
| YTD | -28.0% | +17.2% | -45.2% | -30.4% |
| 1Y | -39.9% | +114.1% | -153.9% | -45.8% |
| 3Y | -14.0% | +27.0% | -41.0% | -18.8% |
| All | -14.0% | +27.1% | -41.1% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling