+129.1%
TYL vs LBRT
-26.4%
+155.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.7% | +15.4% | +2.2% |
| 7D | +15.1% | -34.8% | +49.9% | +16.8% |
| 30D | +30.1% | -43.6% | +73.6% | +32.6% |
| 3M | +40.4% | -41.2% | +81.6% | +42.7% |
| 6M | +31.3% | -66.1% | +97.4% | +36.6% |
| YTD | -5.2% | -37.9% | +32.7% | -5.1% |
| 1Y | -6.6% | -33.9% | +27.3% | -7.0% |
| 3Y | +3.4% | -40.9% | +44.3% | +1.7% |
| 5Y | -19.3% | +2.1% | -21.4% | -24.0% |
| All | +129.1% | -26.4% | +155.5% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling