+10.4%
MMM vs LBRT
+101.6%
-91.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | +0.2% |
| 7D | -3.3% | +8.7% | -12.1% | -3.3% |
| 30D | -7.0% | +6.6% | -13.6% | -7.0% |
| 3M | +10.8% | -34.5% | +45.3% | +10.5% |
| 6M | +5.8% | -24.5% | +30.3% | +5.3% |
| YTD | +6.8% | +12.7% | -6.0% | +4.3% |
| 1Y | +10.4% | +94.8% | -84.5% | +4.9% |
| All | +10.4% | +101.6% | -91.2% | +4.9% |
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 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