+43.5%
MLM vs LBRT
+114.2%
-70.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -2.9% | +8.3% | -11.2% | -3.7% |
| 30D | -6.8% | +6.1% | -13.0% | -7.5% |
| 3M | -11.2% | -34.8% | +23.5% | -7.7% |
| 6M | -21.8% | -24.8% | +3.0% | -20.5% |
| YTD | -17.0% | +12.2% | -29.2% | -20.0% |
| 1Y | -16.4% | +94.0% | -110.4% | -25.9% |
| 3Y | +14.5% | +31.3% | -16.8% | +3.8% |
| All | +43.5% | +114.2% | -70.7% | +15.2% |
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