+144.9%
MLM vs LBRT
-26.4%
+171.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.7% | +8.5% | -3.1% |
| 7D | -1.2% | -34.8% | +33.6% | +4.8% |
| 30D | +7.9% | -43.6% | +51.5% | +16.7% |
| 3M | -4.5% | -41.2% | +36.8% | +2.3% |
| 6M | -12.6% | -66.1% | +53.4% | +0.7% |
| YTD | -14.9% | -37.9% | +23.0% | -12.1% |
| 1Y | -13.1% | -33.9% | +20.8% | -11.4% |
| 3Y | +21.2% | -40.9% | +62.1% | +20.3% |
| 5Y | +32.0% | +2.1% | +29.9% | +13.2% |
| All | +144.9% | -26.4% | +171.4% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling