+519.5%
TSEM vs LBRT
-27.9%
+547.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +20.5% | +13.8% | +6.7% | +15.9% |
| 30D | -29.0% | -32.4% | +3.4% | -20.0% |
| 3M | -39.4% | -39.9% | +0.5% | -29.5% |
| 6M | -28.5% | -60.8% | +32.3% | -9.0% |
| YTD | +34.4% | -29.3% | +63.7% | +47.4% |
| 1Y | +48.3% | -18.9% | +67.2% | +57.9% |
| All | +519.5% | -27.9% | +547.4% | +574.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling