+158.3%
MLM vs LBRT
-14.8%
+173.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -11.2% | +13.6% | +4.0% |
| 7D | +9.1% | -25.3% | +34.5% | +13.5% |
| 30D | +14.6% | -32.9% | +47.5% | +20.9% |
| 3M | +0.3% | -33.3% | +33.6% | +5.5% |
| 6M | -7.5% | -61.0% | +53.5% | +4.6% |
| YTD | -10.2% | -28.0% | +17.8% | -9.2% |
| 1Y | -10.5% | -21.5% | +11.0% | -11.0% |
| 3Y | +27.8% | -31.5% | +59.3% | +24.2% |
| 5Y | +38.9% | +12.3% | +26.6% | +17.7% |
| All | +158.3% | -14.8% | +173.0% | +69.2% |
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