+87.5%
MKSI vs LBRT
+131.0%
-43.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.1% |
| 7D | +6.6% | +10.2% | -3.6% | +3.8% |
| 30D | -8.2% | +4.9% | -13.1% | -9.4% |
| 3M | -16.4% | -21.2% | +4.8% | -11.8% |
| 6M | +23.0% | -19.9% | +42.9% | +27.9% |
| YTD | +68.2% | +20.8% | +47.4% | +55.4% |
| 1Y | +148.6% | +123.5% | +25.0% | +90.9% |
| 3Y | +196.0% | +30.9% | +165.0% | +153.6% |
| All | +87.5% | +131.0% | -43.5% | +36.9% |
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