+84.2%
MET vs LBRT
+25.3%
+58.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +2.1% | +13.8% | -11.7% | 0.0% |
| 30D | +1.8% | -32.4% | +34.2% | +7.4% |
| 3M | +6.0% | -39.9% | +45.9% | +13.7% |
| 6M | +31.1% | -60.8% | +91.9% | +49.8% |
| YTD | +32.6% | -29.3% | +61.8% | +33.4% |
| 1Y | +30.5% | -18.9% | +49.3% | +27.3% |
| 3Y | +83.6% | -28.0% | +111.5% | +73.5% |
| 5Y | +84.2% | +26.6% | +57.6% | +47.1% |
| All | +84.2% | +25.3% | +58.9% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling