+43.1%
MOD vs LBRT
+100.7%
-57.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.0% |
| 7D | +9.6% | +8.3% | +1.3% | +7.0% |
| 30D | 0.0% | +6.1% | -6.1% | -1.7% |
| 3M | -35.4% | -34.8% | -0.6% | -27.8% |
| 6M | -7.3% | -24.8% | +17.6% | -2.6% |
| YTD | +45.8% | +12.2% | +33.6% | +35.7% |
| 1Y | +43.1% | +94.0% | -50.8% | +32.2% |
| All | +43.1% | +100.7% | -57.6% | +32.2% |
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