+278.9%
TSM vs LBRT
+22.2%
+256.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +3.6% |
| 7D | +4.4% | -1.9% | +6.3% | +4.9% |
| 30D | -7.0% | -32.0% | +25.1% | -0.6% |
| 3M | -1.8% | -39.7% | +37.9% | +6.9% |
| 6M | +2.7% | -61.1% | +63.8% | +19.3% |
| YTD | +37.1% | -29.4% | +66.5% | +42.2% |
| 1Y | +43.5% | -24.5% | +67.9% | +46.8% |
| 3Y | +341.5% | -28.1% | +369.6% | +336.5% |
| 5Y | +278.9% | +23.9% | +255.0% | +233.3% |
| All | +278.9% | +22.2% | +256.6% | +233.3% |
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