+195.4%
MKSI vs LBRT
+38.7%
+156.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.9% | +1.0% |
| 7D | +7.7% | +6.9% | +0.8% | +6.0% |
| 30D | -12.9% | +7.8% | -20.7% | -14.5% |
| 3M | -14.8% | -25.3% | +10.4% | -9.6% |
| 6M | +26.6% | -19.6% | +46.2% | +31.0% |
| YTD | +66.6% | +17.2% | +49.4% | +57.2% |
| 1Y | +144.6% | +114.1% | +30.5% | +97.6% |
| 3Y | +193.1% | +27.0% | +166.1% | +160.4% |
| 5Y | +88.6% | +128.3% | -39.7% | +40.4% |
| All | +195.4% | +38.7% | +156.7% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling