+83.6%
MET vs LBRT
-27.9%
+111.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +2.1% | +13.8% | -11.7% | +0.5% |
| 30D | +1.8% | -32.4% | +34.2% | +6.3% |
| 3M | +6.0% | -39.9% | +45.9% | +12.2% |
| 6M | +31.1% | -60.8% | +91.9% | +46.7% |
| YTD | +32.6% | -29.3% | +61.8% | +31.7% |
| 1Y | +30.5% | -18.9% | +49.3% | +25.9% |
| All | +83.6% | -27.9% | +111.5% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling