+253.1%
TSEM vs LBRT
+100.7%
+152.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.0% | +6.8% | +7.6% |
| 7D | +6.9% | +8.3% | -1.4% | +4.8% |
| 30D | +5.3% | +6.1% | -0.8% | +4.1% |
| 3M | -14.9% | -34.8% | +19.8% | -8.9% |
| 6M | +80.0% | -24.8% | +104.9% | +87.8% |
| YTD | +89.4% | +12.2% | +77.1% | +86.0% |
| 1Y | +253.1% | +94.0% | +159.1% | +242.0% |
| All | +253.1% | +100.7% | +152.4% | +242.0% |
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