+1,173.4%
TSM vs LBRT
+33.5%
+1,139.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.7% |
| 7D | +2.7% | +8.7% | -6.0% | +1.5% |
| 30D | +3.6% | +6.6% | -3.0% | +2.6% |
| 3M | -3.4% | -34.5% | +31.1% | +1.6% |
| 6M | +20.6% | -24.5% | +45.1% | +23.8% |
| YTD | +41.9% | +12.7% | +29.1% | +37.5% |
| 1Y | +84.4% | +94.8% | -10.5% | +64.6% |
| 3Y | +380.2% | +31.9% | +348.4% | +341.9% |
| 5Y | +275.3% | +111.8% | +163.5% | +217.4% |
| All | +1,173.4% | +33.5% | +1,139.9% | +886.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling