+5.0%
TSLL vs LBRT
-42.6%
+47.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -13.7% | -8.2% | -13.3% |
| 7D | -28.9% | -34.8% | +5.9% | -11.5% |
| 30D | -21.4% | -43.6% | +22.2% | +2.3% |
| 3M | +5.0% | -41.2% | +46.2% | +35.8% |
| All | +5.0% | -42.6% | +47.5% | +35.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling