+94.0%
LBRT vs MSTZ
-29.5%
+123.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +1.1% |
| 7D | +8.3% | -29.7% | +38.0% | +7.4% |
| 30D | +6.1% | -65.3% | +71.4% | +3.5% |
| 3M | -34.8% | -57.3% | +22.6% | -34.7% |
| 6M | -24.8% | -61.6% | +36.8% | -24.6% |
| YTD | +12.2% | -78.3% | +90.5% | +9.5% |
| 1Y | +94.0% | -30.2% | +124.2% | +141.8% |
| All | +94.0% | -29.5% | +123.4% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling