+1,056.9%
TSM vs LBRT
-16.2%
+1,073.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +2.3% |
| 7D | -2.5% | -11.9% | +9.4% | -0.8% |
| 30D | -14.3% | -31.9% | +17.7% | -9.7% |
| 3M | -7.2% | -34.9% | +27.6% | -1.9% |
| 6M | -5.1% | -60.7% | +55.5% | +6.8% |
| YTD | +28.9% | -29.2% | +58.1% | +33.0% |
| 1Y | +37.1% | -23.6% | +60.7% | +39.8% |
| 3Y | +341.5% | -26.8% | +368.3% | +339.4% |
| 5Y | +245.7% | +16.3% | +229.4% | +217.3% |
| All | +1,056.9% | -16.2% | +1,073.0% | +854.1% |
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 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