+353.9%
TSEM vs LBRT
-16.2%
+370.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +20.5% | +13.8% | +6.7% | +17.9% |
| 30D | -29.0% | -32.4% | +3.4% | -23.7% |
| 3M | -39.4% | -39.9% | +0.5% | -33.5% |
| 6M | -28.5% | -60.8% | +32.3% | -16.5% |
| YTD | +34.4% | -29.3% | +63.7% | +42.3% |
| 1Y | +48.3% | -18.9% | +67.2% | +53.9% |
| 3Y | +543.5% | -28.0% | +571.5% | +558.5% |
| 5Y | +331.4% | +26.6% | +304.9% | +290.0% |
| All | +353.9% | -16.2% | +370.1% | +266.6% |
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