+191.2%
MKSI vs LBRT
+21.4%
+169.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -0.3% |
| 7D | +4.9% | +2.3% | +2.6% | +4.0% |
| 30D | -11.0% | -2.9% | -8.0% | -10.1% |
| 3M | -17.1% | -26.1% | +9.1% | -9.6% |
| 6M | +16.4% | -26.2% | +42.6% | +25.2% |
| YTD | +64.3% | +13.7% | +50.6% | +50.7% |
| 1Y | +137.7% | +93.6% | +44.2% | +76.4% |
| All | +191.2% | +21.4% | +169.9% | +152.5% |
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 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