+33.0%
TSM vs LBRT
-25.2%
+58.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +1.6% |
| 7D | -2.5% | -11.9% | +9.4% | -0.1% |
| 30D | -14.3% | -31.9% | +17.7% | -8.0% |
| 3M | -7.2% | -34.9% | +27.6% | +0.2% |
| 6M | -5.1% | -60.7% | +55.5% | +9.1% |
| YTD | +28.9% | -29.2% | +58.1% | +30.4% |
| All | +33.0% | -25.2% | +58.2% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling