-34.5%
LBRT vs MSTZ
-99.3%
+64.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.9% | +3.2% | +8.4% |
| 7D | -11.9% | +4.3% | -16.2% | -11.5% |
| 30D | -31.9% | +30.2% | -62.1% | -30.4% |
| 3M | -34.9% | -66.9% | +32.0% | -37.3% |
| 6M | -60.7% | -26.3% | -34.3% | -59.2% |
| YTD | -29.2% | -80.1% | +50.9% | -30.5% |
| 1Y | -23.6% | -57.5% | +33.9% | -19.1% |
| All | -34.5% | -99.3% | +64.9% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling