+123.5%
LBRT vs MSTZ
-19.0%
+142.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +3.2% |
| 7D | +10.2% | -23.6% | +33.7% | +9.5% |
| 30D | +4.9% | -60.7% | +65.6% | +2.6% |
| 3M | -21.2% | -58.3% | +37.0% | -21.5% |
| 6M | -19.9% | -60.0% | +40.1% | -19.9% |
| YTD | +20.8% | -75.2% | +96.0% | +18.4% |
| 1Y | +123.5% | -19.9% | +143.4% | +181.9% |
| All | +123.5% | -19.0% | +142.6% | +181.9% |
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