+4.3%
LBRT vs MSTZ
-99.3%
+103.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.6% |
| 7D | +8.7% | -29.7% | +38.5% | +7.1% |
| 30D | +6.6% | -65.3% | +71.9% | +1.4% |
| 3M | -34.5% | -57.3% | +22.9% | -35.6% |
| 6M | -24.5% | -61.6% | +37.1% | -25.5% |
| YTD | +12.7% | -78.3% | +91.0% | +9.7% |
| 1Y | +94.8% | -30.2% | +125.1% | +114.5% |
| All | +4.3% | -99.3% | +103.6% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling