-60.3%
TSLL vs LBRT
-9.2%
-51.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -13.7% | -8.2% | -15.0% |
| 7D | -28.9% | -34.8% | +5.9% | -12.2% |
| 30D | -21.4% | -43.6% | +22.2% | +4.0% |
| 3M | +5.0% | -41.2% | +46.2% | +35.1% |
| 6M | -36.6% | -66.1% | +29.5% | +6.8% |
| YTD | -56.6% | -37.9% | -18.8% | -48.7% |
| 1Y | -60.9% | -33.9% | -27.0% | -55.4% |
| 3Y | -25.2% | -40.9% | +15.6% | -18.3% |
| All | -60.3% | -9.2% | -51.1% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling