+134.5%
MO vs LBRT
-38.0%
+172.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.3% | -1.7% |
| 7D | -2.4% | -29.1% | +26.7% | -3.6% |
| 30D | +9.7% | -38.4% | +48.1% | +8.0% |
| 3M | +14.1% | -40.1% | +54.2% | +12.4% |
| 6M | +11.9% | -62.9% | +74.8% | +9.5% |
| YTD | +38.4% | -34.5% | +72.9% | +36.5% |
| 1Y | +41.9% | -30.2% | +72.1% | +40.0% |
| 3Y | +134.5% | -37.5% | +172.0% | +128.4% |
| All | +134.5% | -38.0% | +172.5% | +128.4% |
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