-37.7%
TSLL vs LBRT
-25.4%
-12.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.3% | -12.5% |
| 7D | +1.9% | +8.7% | -6.8% | -1.7% |
| 30D | +17.8% | +6.6% | +11.2% | +13.6% |
| 3M | -37.0% | -34.5% | -2.5% | -31.9% |
| 6M | -37.7% | -24.5% | -13.2% | -29.1% |
| All | -37.7% | -25.4% | -12.2% | -29.1% |
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 2026-03-04 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…
2026-03-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling