+23.0%
MMM vs LBRT
-25.0%
+48.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -11.2% | +20.8% | +8.8% |
| 7D | +12.2% | -25.3% | +37.6% | +10.8% |
| 30D | +18.8% | -32.9% | +51.7% | +17.2% |
| 3M | +7.4% | -33.3% | +40.7% | +5.9% |
| 6M | +38.3% | -61.0% | +99.3% | +33.2% |
| YTD | +22.9% | -28.0% | +50.9% | +17.6% |
| 1Y | +23.0% | -21.5% | +44.5% | +18.0% |
| All | +23.0% | -25.0% | +48.0% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling