+1,173.4%
TSM vs LBRT
+33.5%
+1,139.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.8% | +2.7% |
| 7D | +2.7% | +8.3% | -5.5% | +1.6% |
| 30D | +3.6% | +6.1% | -2.5% | +2.7% |
| 3M | -3.4% | -34.8% | +31.4% | +1.7% |
| 6M | +20.6% | -24.8% | +45.4% | +23.9% |
| YTD | +41.9% | +12.2% | +29.6% | +37.6% |
| 1Y | +84.4% | +94.0% | -9.6% | +64.7% |
| 3Y | +380.2% | +31.3% | +348.9% | +342.2% |
| 5Y | +275.3% | +111.8% | +163.5% | +217.5% |
| All | +1,173.4% | +33.5% | +1,139.9% | +886.9% |
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