+27.9%
MAS vs LBRT
-59.8%
+87.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -11.2% | +16.9% | +4.1% |
| 7D | +14.2% | -25.3% | +39.5% | +10.6% |
| 30D | +26.8% | -32.9% | +59.7% | +22.3% |
| 3M | +13.1% | -33.3% | +46.5% | +9.3% |
| 6M | +27.9% | -61.0% | +88.9% | +18.0% |
| All | +27.9% | -59.8% | +87.8% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling