+104.9%
MMM vs LBRT
+25.4%
+79.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -3.3% | +8.3% | -11.6% | -4.1% |
| 30D | -7.0% | +6.1% | -13.2% | -7.7% |
| 3M | +10.8% | -34.8% | +45.6% | +15.1% |
| 6M | +5.8% | -24.8% | +30.6% | +7.5% |
| YTD | +6.8% | +12.2% | -5.5% | +2.0% |
| 1Y | +10.4% | +94.0% | -83.6% | -4.7% |
| All | +104.9% | +25.4% | +79.5% | +79.7% |
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