+157.1%
MET vs LBRT
-16.2%
+173.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.7% | +1.8% |
| 7D | +1.3% | -11.9% | +13.2% | +3.5% |
| 30D | +4.0% | -31.9% | +36.0% | +11.3% |
| 3M | +4.6% | -34.9% | +39.5% | +12.3% |
| 6M | +32.8% | -60.7% | +93.5% | +56.1% |
| YTD | +32.3% | -29.2% | +61.5% | +34.9% |
| 1Y | +37.1% | -23.6% | +60.8% | +36.9% |
| 3Y | +86.8% | -26.8% | +113.7% | +78.2% |
| 5Y | +87.4% | +16.3% | +71.1% | +52.1% |
| All | +157.1% | -16.2% | +173.3% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling