+145.4%
MET vs LBRT
+33.5%
+111.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | +1.2% | +8.7% | -7.6% | -0.6% |
| 30D | +1.4% | +6.6% | -5.2% | -0.1% |
| 3M | +17.7% | -34.5% | +52.2% | +26.5% |
| 6M | +35.0% | -24.5% | +59.5% | +39.5% |
| YTD | +26.3% | +12.7% | +13.6% | +18.7% |
| 1Y | +22.8% | +94.8% | -72.0% | 0.0% |
| 3Y | +65.9% | +31.9% | +34.1% | +41.3% |
| 5Y | +85.4% | +111.8% | -26.5% | +33.6% |
| All | +145.4% | +33.5% | +111.9% | +46.6% |
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