+98.0%
MO vs LBRT
+21.3%
+76.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.8% |
| 7D | +0.3% | +8.7% | -8.4% | +0.6% |
| 30D | +0.6% | +6.6% | -6.0% | +0.8% |
| 3M | -1.0% | -34.5% | +33.5% | -1.3% |
| 6M | +4.3% | -24.5% | +28.8% | +4.3% |
| YTD | +23.3% | +12.7% | +10.6% | +23.5% |
| 1Y | +10.5% | +94.8% | -84.4% | +10.7% |
| All | +98.0% | +21.3% | +76.7% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling