+45.7%
TSN vs LBRT
-28.0%
+73.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.8% |
| 7D | -0.3% | -1.9% | +1.6% | -0.3% |
| 30D | +11.8% | -32.0% | +43.8% | +12.8% |
| 3M | +7.1% | -39.7% | +46.8% | +8.5% |
| 6M | -9.2% | -61.1% | +51.9% | -6.2% |
| YTD | +4.8% | -29.4% | +34.2% | +4.5% |
| 1Y | +11.6% | -24.5% | +36.1% | +10.8% |
| All | +45.7% | -28.0% | +73.6% | +39.5% |
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