+341.5%
TSM vs LBRT
-28.3%
+369.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +1.8% |
| 7D | -2.5% | -11.9% | +9.4% | -0.1% |
| 30D | -14.3% | -31.9% | +17.7% | -7.8% |
| 3M | -7.2% | -34.9% | +27.6% | +0.4% |
| 6M | -5.1% | -60.7% | +55.5% | +11.6% |
| YTD | +28.9% | -29.2% | +58.1% | +33.6% |
| 1Y | +37.1% | -23.6% | +60.7% | +39.7% |
| 3Y | +341.5% | -26.8% | +368.3% | +335.0% |
| All | +341.5% | -28.3% | +369.8% | +335.0% |
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