+19.5%
TSN vs LBRT
-31.1%
+50.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -0.6% |
| 7D | +4.6% | -29.1% | +33.8% | +4.2% |
| 30D | +15.4% | -38.4% | +53.8% | +15.1% |
| 3M | +2.9% | -40.1% | +43.0% | +2.6% |
| 6M | -10.8% | -62.9% | +52.1% | -9.2% |
| YTD | +4.5% | -34.5% | +39.0% | -0.1% |
| 1Y | +19.5% | -30.2% | +49.7% | +12.9% |
| All | +19.5% | -31.1% | +50.6% | +12.9% |
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 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