+19.4%
TSN vs LBRT
-25.0%
+44.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -11.2% | +16.6% | +5.2% |
| 7D | +8.4% | -25.3% | +33.8% | +8.1% |
| 30D | +16.1% | -32.9% | +49.0% | +16.0% |
| 3M | +3.2% | -33.3% | +36.5% | +3.0% |
| 6M | -11.1% | -61.0% | +49.8% | -9.1% |
| YTD | +5.1% | -28.0% | +33.1% | +0.6% |
| 1Y | +19.4% | -21.5% | +40.9% | +11.7% |
| All | +19.4% | -25.0% | +44.4% | +11.7% |
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