+951.1%
TSM vs LBRT
-26.4%
+977.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -13.7% | +2.9% | -8.8% |
| 7D | -18.2% | -34.8% | +16.6% | -13.2% |
| 30D | -26.8% | -43.6% | +16.8% | -20.8% |
| 3M | -14.5% | -41.2% | +26.8% | -8.2% |
| 6M | -10.0% | -66.1% | +56.0% | +3.4% |
| YTD | +17.1% | -37.9% | +55.0% | +23.1% |
| 1Y | +21.5% | -33.9% | +55.4% | +26.5% |
| 3Y | +300.4% | -40.9% | +341.2% | +310.0% |
| 5Y | +224.7% | +2.1% | +222.6% | +203.6% |
| All | +951.1% | -26.4% | +977.6% | +783.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling