+655.5%
TSEM vs LBRT
+26.0%
+629.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.5% | +6.4% | +7.5% |
| 7D | +6.9% | +8.7% | -1.8% | +4.7% |
| 30D | +5.3% | +6.6% | -1.3% | +3.8% |
| 3M | -14.9% | -34.5% | +19.6% | -7.1% |
| 6M | +80.0% | -24.5% | +104.5% | +89.2% |
| YTD | +89.4% | +12.7% | +76.6% | +81.2% |
| 1Y | +253.1% | +94.8% | +158.2% | +196.1% |
| All | +655.5% | +26.0% | +629.5% | +622.2% |
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