+35.0%
MKSI vs LBRT
+28.1%
+6.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | +12.2% | +9.2% | +3.0% | +9.2% |
| 30D | -8.0% | -27.5% | +19.5% | +1.3% |
| 3M | -29.5% | -37.9% | +8.4% | -18.7% |
| 6M | -31.9% | -60.7% | +28.8% | -11.5% |
| YTD | +35.3% | -28.5% | +63.8% | +45.6% |
| 1Y | +50.3% | -13.2% | +63.5% | +52.9% |
| 3Y | +216.4% | -28.8% | +245.2% | +220.9% |
| All | +35.0% | +28.1% | +6.9% | +14.2% |
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