+47.4%
MAS vs LBRT
+8.5%
+38.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -11.2% | +16.9% | +6.5% |
| 7D | +14.2% | -25.3% | +39.5% | +16.6% |
| 30D | +26.8% | -32.9% | +59.7% | +30.6% |
| 3M | +13.1% | -33.3% | +46.5% | +16.3% |
| 6M | +27.9% | -61.0% | +88.9% | +37.9% |
| YTD | +38.7% | -28.0% | +66.7% | +37.6% |
| 1Y | +40.4% | -21.5% | +61.9% | +37.4% |
| 3Y | +66.1% | -31.5% | +97.6% | +58.8% |
| 5Y | +47.4% | +12.3% | +35.1% | +35.0% |
| All | +47.4% | +8.5% | +38.9% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling