+42.7%
MKSI vs LBRT
-25.0%
+67.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -11.2% | +6.2% | -0.8% |
| 7D | -10.7% | -25.3% | +14.7% | -0.7% |
| 30D | -30.5% | -32.9% | +2.4% | -19.9% |
| 3M | -39.2% | -33.3% | -5.8% | -29.6% |
| 6M | -33.0% | -61.0% | +27.9% | -10.0% |
| YTD | +22.3% | -28.0% | +50.3% | +24.4% |
| 1Y | +42.7% | -21.5% | +64.2% | +41.8% |
| All | +42.7% | -25.0% | +67.7% | +41.8% |
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