+26.1%
MET vs LBRT
+99.1%
-73.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.6% |
| 7D | +1.2% | +8.7% | -7.6% | +1.1% |
| 30D | +1.4% | +6.6% | -5.2% | +1.4% |
| 3M | +17.7% | -34.5% | +52.2% | +18.4% |
| 6M | +35.0% | -24.5% | +59.5% | +35.0% |
| YTD | +26.3% | +12.7% | +13.6% | +24.2% |
| All | +26.1% | +99.1% | -73.0% | +20.3% |
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