+33.5%
LBRT vs MTCH
+42.9%
-9.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +8.7% | +0.7% | +8.1% | +8.5% |
| 30D | +6.6% | +9.7% | -3.1% | +4.2% |
| 3M | -34.5% | +21.1% | -55.5% | -37.5% |
| 6M | -24.5% | +37.5% | -62.0% | -30.3% |
| YTD | +12.7% | +31.9% | -19.2% | +4.5% |
| 1Y | +94.8% | +14.6% | +80.3% | +86.2% |
| 3Y | +31.9% | -6.2% | +38.0% | +28.5% |
| 5Y | +111.8% | -70.6% | +182.4% | +152.3% |
| All | +33.5% | +42.9% | -9.5% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling