+11.6%
MMM vs LBRT
+33.5%
-21.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -3.3% | +8.3% | -11.6% | -4.2% |
| 30D | -7.0% | +6.1% | -13.2% | -7.8% |
| 3M | +10.8% | -34.8% | +45.6% | +15.6% |
| 6M | +5.8% | -24.8% | +30.6% | +7.9% |
| YTD | +6.8% | +12.2% | -5.5% | +3.0% |
| 1Y | +10.4% | +94.0% | -83.6% | -1.9% |
| 3Y | +104.7% | +31.3% | +73.4% | +86.3% |
| 5Y | +23.6% | +111.8% | -88.3% | +2.5% |
| All | +11.6% | +33.5% | -21.8% | -14.8% |
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