+1.9%
TYL vs LBRT
-38.0%
+39.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.7% | -2.1% |
| 7D | +6.7% | -29.1% | +35.8% | +5.5% |
| 30D | +26.5% | -38.4% | +64.9% | +25.0% |
| 3M | +37.3% | -40.1% | +77.3% | +35.5% |
| 6M | +31.2% | -62.9% | +94.1% | +30.0% |
| YTD | -7.4% | -34.5% | +27.2% | -10.4% |
| 1Y | -9.6% | -30.2% | +20.6% | -13.0% |
| 3Y | +1.9% | -37.5% | +39.4% | -3.3% |
| All | +1.9% | -38.0% | +39.9% | -3.3% |
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