-5.3%
TSN vs LBRT
+100.7%
-106.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -6.3% | +8.3% | -14.6% | -6.3% |
| 30D | -10.8% | +6.1% | -16.9% | -10.8% |
| 3M | -8.8% | -34.8% | +26.0% | -7.8% |
| 6M | -16.8% | -24.8% | +8.0% | -16.4% |
| YTD | -10.0% | +12.2% | -22.2% | -10.6% |
| 1Y | -5.3% | +94.0% | -99.2% | -8.2% |
| All | -5.3% | +100.7% | -106.0% | -8.2% |
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