-54.3%
TSLL vs LBRT
-31.1%
-23.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.4% | +3.3% | +6.3% |
| 7D | -21.2% | -29.1% | +7.9% | -9.9% |
| 30D | -13.3% | -38.4% | +25.1% | +4.2% |
| 3M | +15.4% | -40.1% | +55.4% | +39.0% |
| 6M | -34.2% | -62.9% | +28.7% | -11.4% |
| YTD | -52.9% | -34.5% | -18.4% | -46.5% |
| 1Y | -54.3% | -30.2% | -24.1% | -55.3% |
| All | -54.3% | -31.1% | -23.2% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling