-34.6%
LBRT vs MSTZ
-99.3%
+64.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +3.2% |
| 7D | -1.9% | +31.0% | -32.9% | -0.1% |
| 30D | -32.0% | +34.0% | -66.0% | -30.4% |
| 3M | -39.7% | -67.7% | +28.0% | -42.0% |
| 6M | -61.1% | -14.9% | -46.2% | -59.3% |
| YTD | -29.4% | -79.1% | +49.7% | -30.4% |
| 1Y | -24.5% | -58.9% | +34.5% | -20.3% |
| All | -34.6% | -99.3% | +64.7% | -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