+145.5%
MO vs LBRT
-27.1%
+172.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.0% |
| 7D | +3.3% | +9.2% | -5.9% | +3.7% |
| 30D | +7.5% | -27.5% | +35.1% | +6.5% |
| 3M | +22.8% | -37.9% | +60.7% | +21.1% |
| 6M | +13.4% | -60.7% | +74.1% | +11.2% |
| YTD | +43.0% | -28.5% | +71.5% | +41.5% |
| 1Y | +45.2% | -13.2% | +58.4% | +43.9% |
| 3Y | +145.5% | -28.8% | +174.3% | +140.5% |
| All | +145.5% | -27.1% | +172.6% | +140.5% |
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