-18.0%
TSN vs LBRT
+33.5%
-51.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -6.3% | +8.3% | -14.6% | -7.1% |
| 30D | -10.8% | +6.1% | -16.9% | -11.5% |
| 3M | -8.8% | -34.8% | +26.0% | -5.3% |
| 6M | -16.8% | -24.8% | +8.0% | -15.3% |
| YTD | -10.0% | +12.2% | -22.2% | -12.6% |
| 1Y | -5.3% | +94.0% | -99.2% | -14.4% |
| 3Y | +8.5% | +31.3% | -22.8% | -0.7% |
| 5Y | -22.9% | +111.8% | -134.8% | -36.2% |
| All | -18.0% | +33.5% | -51.5% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling