+24.4%
MMM vs LBRT
-26.4%
+50.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.7% | +10.5% | -1.7% |
| 7D | +5.9% | -34.8% | +40.7% | +10.6% |
| 30D | +14.7% | -43.6% | +58.3% | +21.7% |
| 3M | +3.6% | -41.2% | +44.8% | +9.0% |
| 6M | +32.7% | -66.1% | +98.8% | +48.0% |
| YTD | +18.9% | -37.9% | +56.8% | +21.8% |
| 1Y | +16.4% | -33.9% | +50.3% | +18.0% |
| 3Y | +159.8% | -40.9% | +200.7% | +158.0% |
| 5Y | +47.2% | +2.1% | +45.1% | +32.4% |
| All | +24.4% | -26.4% | +50.8% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling