+62.8%
TSEM vs LBRT
-31.1%
+93.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.4% | -0.5% | +2.4% |
| 7D | -17.5% | -29.1% | +11.6% | -4.5% |
| 30D | -44.7% | -38.4% | -6.3% | -32.5% |
| 3M | -38.9% | -40.1% | +1.2% | -24.4% |
| 6M | -36.7% | -62.9% | +26.2% | -13.3% |
| YTD | +17.0% | -34.5% | +51.5% | +34.4% |
| 1Y | +62.8% | -30.2% | +93.0% | +90.3% |
| All | +62.8% | -31.1% | +93.9% | +90.3% |
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