+136.3%
LBRT vs MTCH
-72.5%
+208.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | +10.2% | -2.4% | +12.6% | +10.7% |
| 30D | +4.9% | +12.8% | -7.9% | +2.1% |
| 3M | -21.2% | +20.0% | -41.2% | -24.6% |
| 6M | -19.9% | +34.7% | -54.7% | -25.7% |
| YTD | +20.8% | +30.6% | -9.8% | +12.5% |
| 1Y | +123.5% | +10.9% | +112.6% | +115.8% |
| 3Y | +30.9% | -2.0% | +33.0% | +26.3% |
| 5Y | +136.3% | -72.6% | +208.9% | +191.8% |
| All | +136.3% | -72.5% | +208.8% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 5y: compounded portfolio wealth divided by compounded MTCH 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…
5y analysis · Full analysis span regression · 6 months rolling