+33.0%
MET vs LBRT
-25.0%
+58.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.2% | +13.4% | +2.0% |
| 7D | +3.9% | -25.3% | +29.2% | +3.5% |
| 30D | +6.8% | -32.9% | +39.7% | +6.6% |
| 3M | +7.7% | -33.3% | +41.0% | +7.4% |
| 6M | +32.9% | -61.0% | +93.9% | +32.9% |
| YTD | +33.9% | -28.0% | +61.9% | +30.7% |
| 1Y | +33.0% | -21.5% | +54.5% | +31.7% |
| All | +33.0% | -25.0% | +58.0% | +31.7% |
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