+24.9%
MMM vs LBRT
-16.2%
+41.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | +1.0% |
| 7D | +5.8% | -11.9% | +17.7% | +6.9% |
| 30D | +17.9% | -31.9% | +49.9% | +22.4% |
| 3M | +3.6% | -34.9% | +38.5% | +7.8% |
| 6M | +32.9% | -60.7% | +93.6% | +45.8% |
| YTD | +19.5% | -29.2% | +48.7% | +20.6% |
| 1Y | +16.5% | -23.6% | +40.2% | +16.2% |
| 3Y | +167.2% | -26.8% | +194.0% | +158.7% |
| 5Y | +48.2% | +16.3% | +31.9% | +31.4% |
| All | +24.9% | -16.2% | +41.1% | -0.2% |
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 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