+157.0%
TSCO vs LBRT
+33.5%
+123.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +0.8% | +8.7% | -8.0% | +0.3% |
| 30D | +5.5% | +6.6% | -1.2% | +5.0% |
| 3M | +20.0% | -34.5% | +54.4% | +22.5% |
| 6M | -29.8% | -24.5% | -5.3% | -29.3% |
| YTD | -28.7% | +12.7% | -41.4% | -30.4% |
| 1Y | -40.9% | +94.8% | -135.8% | -45.1% |
| 3Y | -15.9% | +31.9% | -47.8% | -20.9% |
| 5Y | -3.5% | +111.8% | -115.3% | -13.6% |
| All | +157.0% | +33.5% | +123.6% | +119.5% |
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