+344.2%
MOD vs LBRT
-22.5%
+366.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +4.1% |
| 7D | -25.5% | -29.1% | +3.6% | -17.0% |
| 30D | -49.0% | -38.4% | -10.6% | -40.6% |
| 3M | -49.8% | -40.1% | -9.8% | -41.4% |
| 6M | -64.8% | -62.9% | -1.9% | -53.2% |
| YTD | -27.6% | -34.5% | +6.9% | -19.5% |
| 1Y | -35.2% | -30.2% | -5.0% | -28.9% |
| 3Y | +137.1% | -37.5% | +174.6% | +157.3% |
| 5Y | +760.3% | +7.6% | +752.7% | +652.8% |
| All | +344.2% | -22.5% | +366.7% | +224.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling