-55.4%
TSLL vs LBRT
+64.7%
-120.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.3% | -12.6% |
| 7D | +1.9% | +8.7% | -6.8% | -2.2% |
| 30D | +17.8% | +6.6% | +11.2% | +13.5% |
| 3M | -37.0% | -34.5% | -2.5% | -22.4% |
| 6M | -37.7% | -24.5% | -13.2% | -30.4% |
| YTD | -51.4% | +12.7% | -64.1% | -56.9% |
| 1Y | -23.4% | +94.8% | -118.2% | -50.9% |
| 3Y | -30.8% | +31.9% | -62.6% | -46.9% |
| All | -55.4% | +64.7% | -120.1% | -66.6% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling