+78.8%
MET vs LBRT
-38.0%
+116.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -2.1% |
| 7D | -1.2% | -29.1% | +28.0% | +2.7% |
| 30D | +3.2% | -38.4% | +41.6% | +9.1% |
| 3M | -1.1% | -40.1% | +39.0% | +4.6% |
| 6M | +25.0% | -62.9% | +87.9% | +40.7% |
| YTD | +27.9% | -34.5% | +62.4% | +28.4% |
| 1Y | +32.9% | -30.2% | +63.1% | +31.3% |
| 3Y | +78.8% | -37.5% | +116.3% | +71.3% |
| All | +78.8% | -38.0% | +116.8% | +71.3% |
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 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