+197.5%
MKSI vs LBRT
+35.9%
+161.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | +2.7% | +1.8% | +0.9% | +2.2% |
| 30D | -12.8% | -2.5% | -10.3% | -12.3% |
| 3M | -22.5% | -24.9% | +2.4% | -17.9% |
| 6M | +19.4% | -29.5% | +48.8% | +27.5% |
| YTD | +67.7% | +14.7% | +53.0% | +59.1% |
| 1Y | +131.4% | +91.7% | +39.7% | +92.0% |
| 3Y | +197.3% | +24.6% | +172.7% | +165.3% |
| 5Y | +87.0% | +127.7% | -40.7% | +39.3% |
| All | +197.5% | +35.9% | +161.6% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling