+34.7%
MAS vs LBRT
-32.4%
+67.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -13.7% | +10.2% | -4.6% |
| 7D | +4.6% | -34.8% | +39.4% | +0.9% |
| 30D | +19.9% | -43.6% | +63.5% | +15.0% |
| 3M | +8.9% | -41.2% | +50.1% | +4.8% |
| 6M | +20.2% | -66.1% | +86.2% | +12.3% |
| YTD | +33.9% | -37.9% | +71.7% | +23.2% |
| 1Y | +34.7% | -33.9% | +68.5% | +25.2% |
| All | +34.7% | -32.4% | +67.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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