+9.5%
MO vs LBRT
+119.0%
-109.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.2% |
| 7D | -2.4% | +10.2% | -12.6% | -1.8% |
| 30D | +3.6% | +4.9% | -1.3% | +4.0% |
| 3M | -3.7% | -21.2% | +17.5% | -3.8% |
| 6M | +4.5% | -19.9% | +24.5% | +4.6% |
| YTD | +21.5% | +20.8% | +0.7% | +22.8% |
| 1Y | +9.5% | +123.5% | -114.0% | +13.1% |
| All | +9.5% | +119.0% | -109.4% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling