+157.1%
MMM vs LBRT
-38.0%
+195.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -1.8% |
| 7D | +6.2% | -29.1% | +35.3% | +8.7% |
| 30D | +14.2% | -38.4% | +52.6% | +18.3% |
| 3M | +2.9% | -40.1% | +43.0% | +6.7% |
| 6M | +27.6% | -62.9% | +90.5% | +38.0% |
| YTD | +17.3% | -34.5% | +51.8% | +16.5% |
| 1Y | +15.1% | -30.2% | +45.3% | +12.9% |
| 3Y | +157.1% | -37.5% | +194.6% | +145.9% |
| All | +157.1% | -38.0% | +195.1% | +145.9% |
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 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