+43.5%
MLM vs LBRT
+115.1%
-71.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +1.0% |
| 7D | -2.9% | +8.7% | -11.6% | -3.7% |
| 30D | -6.8% | +6.6% | -13.4% | -7.5% |
| 3M | -11.2% | -34.5% | +23.2% | -7.8% |
| 6M | -21.8% | -24.5% | +2.7% | -20.5% |
| YTD | -17.0% | +12.7% | -29.7% | -20.1% |
| 1Y | -16.4% | +94.8% | -111.2% | -25.9% |
| 3Y | +14.5% | +31.9% | -17.4% | +3.7% |
| All | +43.5% | +115.1% | -71.6% | +15.1% |
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 2021-09-04 to 2026-09-04: 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…
2021-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling