+160.8%
MMM vs LBRT
-41.2%
+201.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.7% | +10.5% | -2.2% |
| 7D | +5.9% | -34.8% | +40.7% | +9.1% |
| 30D | +14.7% | -43.6% | +58.3% | +19.7% |
| 3M | +3.6% | -41.2% | +44.8% | +7.4% |
| 6M | +32.7% | -66.1% | +98.8% | +44.7% |
| YTD | +18.9% | -37.9% | +56.8% | +18.6% |
| 1Y | +16.4% | -33.9% | +50.3% | +14.7% |
| All | +160.8% | -41.2% | +201.9% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling