+93.7%
TYL vs LBRT
+33.5%
+60.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.1% |
| 7D | -3.7% | +8.3% | -11.9% | -4.0% |
| 30D | +18.7% | +6.1% | +12.6% | +18.3% |
| 3M | +18.1% | -34.8% | +52.9% | +20.1% |
| 6M | -1.1% | -24.8% | +23.7% | -0.4% |
| YTD | -19.8% | +12.2% | -32.0% | -21.3% |
| 1Y | -34.3% | +94.0% | -128.3% | -38.1% |
| 3Y | -8.2% | +31.3% | -39.5% | -12.7% |
| 5Y | -25.4% | +111.8% | -137.2% | -31.7% |
| All | +93.7% | +33.5% | +60.3% | +62.2% |
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