-35.3%
TSLL vs LBRT
+25.4%
-60.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.0% | -12.9% | -12.4% |
| 7D | +1.9% | +8.3% | -6.4% | -2.3% |
| 30D | +17.8% | +6.1% | +11.6% | +13.3% |
| 3M | -37.0% | -34.8% | -2.2% | -20.7% |
| 6M | -37.7% | -24.8% | -12.8% | -29.6% |
| YTD | -51.4% | +12.2% | -63.6% | -57.9% |
| 1Y | -23.4% | +94.0% | -117.3% | -55.2% |
| All | -35.3% | +25.4% | -60.7% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling