+294.9%
TSEM vs LBRT
-22.5%
+317.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.4% | -0.5% | +3.9% |
| 7D | -17.5% | -29.1% | +11.6% | -12.2% |
| 30D | -44.7% | -38.4% | -6.3% | -39.6% |
| 3M | -38.9% | -40.1% | +1.2% | -32.9% |
| 6M | -36.7% | -62.9% | +26.2% | -25.4% |
| YTD | +17.0% | -34.5% | +51.5% | +25.4% |
| 1Y | +62.8% | -30.2% | +93.0% | +72.8% |
| 3Y | +471.3% | -37.5% | +508.8% | +497.0% |
| 5Y | +290.3% | +7.6% | +282.7% | +262.0% |
| All | +294.9% | -22.5% | +317.4% | +223.1% |
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