+110.9%
MO vs LBRT
-16.2%
+127.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +0.4% | +13.8% | -13.4% | -0.4% |
| 30D | +8.9% | -32.4% | +41.3% | +11.1% |
| 3M | +23.0% | -39.9% | +62.9% | +26.2% |
| 6M | +15.0% | -60.8% | +75.8% | +21.0% |
| YTD | +41.7% | -29.3% | +71.0% | +42.2% |
| 1Y | +43.3% | -18.9% | +62.2% | +42.2% |
| 3Y | +143.2% | -28.0% | +171.2% | +137.5% |
| 5Y | +154.7% | +26.6% | +128.1% | +131.3% |
| All | +110.9% | -16.2% | +127.1% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling