+324.4%
TSEM vs LBRT
-19.0%
+343.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.5% |
| 7D | -9.5% | -15.7% | +6.2% | -6.5% |
| 30D | -35.5% | -34.3% | -1.2% | -30.3% |
| 3M | -41.6% | -40.6% | -0.9% | -35.8% |
| 6M | -30.1% | -62.0% | +31.9% | -17.9% |
| YTD | +25.7% | -31.6% | +57.3% | +33.8% |
| 1Y | +50.5% | -25.8% | +76.3% | +58.2% |
| 3Y | +501.7% | -30.4% | +532.1% | +519.3% |
| 5Y | +310.9% | +18.7% | +292.2% | +275.4% |
| All | +324.4% | -19.0% | +343.4% | +244.8% |
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 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