+125.7%
TYL vs LBRT
-15.3%
+141.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +0.8% | +9.2% | -8.4% | +0.5% |
| 30D | +21.1% | -27.5% | +48.6% | +22.3% |
| 3M | +28.9% | -37.9% | +66.8% | +30.9% |
| 6M | +42.0% | -60.7% | +102.7% | +46.9% |
| YTD | -6.6% | -28.5% | +21.9% | -7.0% |
| 1Y | -9.1% | -13.2% | +4.1% | -10.7% |
| 3Y | +1.8% | -28.8% | +30.6% | -0.6% |
| 5Y | -22.9% | +28.0% | -50.9% | -28.1% |
| All | +125.7% | -15.3% | +141.0% | +91.8% |
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