+83.5%
MO vs LBRT
+33.5%
+50.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | +0.3% | +8.7% | -8.4% | -0.2% |
| 30D | +0.6% | +6.6% | -6.0% | +0.1% |
| 3M | -1.0% | -34.5% | +33.5% | +1.4% |
| 6M | +4.3% | -24.5% | +28.8% | +5.5% |
| YTD | +23.3% | +12.7% | +10.6% | +20.7% |
| 1Y | +10.5% | +94.8% | -84.4% | +3.1% |
| 3Y | +96.3% | +31.9% | +64.4% | +84.5% |
| 5Y | +98.9% | +111.8% | -12.9% | +75.0% |
| All | +83.5% | +33.5% | +50.0% | +46.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling