+320.2%
MOD vs LBRT
-26.4%
+346.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -13.7% | +6.4% | -3.1% |
| 7D | -34.2% | -34.8% | +0.7% | -24.7% |
| 30D | -51.9% | -43.6% | -8.3% | -42.5% |
| 3M | -53.0% | -41.2% | -11.8% | -44.8% |
| 6M | -66.4% | -66.1% | -0.3% | -54.1% |
| YTD | -31.5% | -37.9% | +6.3% | -22.6% |
| 1Y | -39.6% | -33.9% | -5.7% | -32.6% |
| 3Y | +116.8% | -40.9% | +157.7% | +139.2% |
| 5Y | +713.8% | +2.1% | +711.7% | +623.4% |
| All | +320.2% | -26.4% | +346.6% | +212.1% |
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