+80.5%
TSEM vs LBRT
-25.0%
+105.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -11.2% | +2.5% | -4.0% |
| 7D | -23.1% | -25.3% | +2.2% | -13.2% |
| 30D | -40.4% | -32.9% | -7.5% | -30.0% |
| 3M | -37.9% | -33.3% | -4.6% | -26.6% |
| 6M | -30.8% | -61.0% | +30.1% | -8.4% |
| YTD | +26.7% | -28.0% | +54.7% | +38.6% |
| 1Y | +80.5% | -21.5% | +102.0% | +97.8% |
| All | +80.5% | -25.0% | +105.5% | +97.8% |
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 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