+43.1%
TSN vs LBRT
-27.1%
+70.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.4% | +9.2% | -10.6% | -1.6% |
| 30D | +8.5% | -27.5% | +36.0% | +9.3% |
| 3M | +5.3% | -37.9% | +43.2% | +6.6% |
| 6M | -10.5% | -60.7% | +50.2% | -7.6% |
| YTD | +3.0% | -28.5% | +31.5% | +2.6% |
| 1Y | +12.1% | -13.2% | +25.3% | +10.6% |
| 3Y | +43.1% | -28.8% | +71.9% | +37.0% |
| All | +43.1% | -27.1% | +70.2% | +37.0% |
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