+9.4%
TSN vs LBRT
+26.0%
-16.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.7% |
| 7D | -6.3% | +8.7% | -15.1% | -6.6% |
| 30D | -10.8% | +6.6% | -17.4% | -11.0% |
| 3M | -8.8% | -34.5% | +25.7% | -7.3% |
| 6M | -16.8% | -24.5% | +7.7% | -16.1% |
| YTD | -10.0% | +12.7% | -22.7% | -11.2% |
| 1Y | -5.3% | +94.8% | -100.1% | -9.6% |
| All | +9.4% | +26.0% | -16.5% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling