+539.3%
TSEM vs LBRT
+33.5%
+505.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.0% | +6.8% | +7.7% |
| 7D | +6.9% | +8.3% | -1.4% | +5.5% |
| 30D | +5.3% | +6.1% | -0.8% | +4.4% |
| 3M | -14.9% | -34.8% | +19.8% | -9.3% |
| 6M | +80.0% | -24.8% | +104.9% | +86.7% |
| YTD | +89.4% | +12.2% | +77.1% | +84.3% |
| 1Y | +253.1% | +94.0% | +159.1% | +213.8% |
| 3Y | +642.1% | +31.3% | +610.8% | +583.2% |
| 5Y | +659.1% | +111.8% | +547.3% | +522.5% |
| All | +539.3% | +33.5% | +505.8% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling