+159.0%
MET vs LBRT
-19.0%
+178.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.4% |
| 7D | +1.8% | -15.7% | +17.4% | +4.8% |
| 30D | +4.8% | -34.3% | +39.1% | +12.9% |
| 3M | +6.2% | -40.6% | +46.8% | +16.3% |
| 6M | +33.8% | -62.0% | +95.8% | +58.4% |
| YTD | +33.3% | -31.6% | +64.9% | +36.8% |
| 1Y | +36.3% | -25.8% | +62.1% | +36.8% |
| 3Y | +84.6% | -30.4% | +115.0% | +77.8% |
| 5Y | +87.7% | +18.7% | +69.0% | +51.5% |
| All | +159.0% | -19.0% | +178.1% | +69.0% |
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 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