+321.2%
MOD vs LBRT
+25.4%
+295.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.9% |
| 7D | +9.6% | +8.3% | +1.3% | +6.3% |
| 30D | 0.0% | +6.1% | -6.1% | -2.3% |
| 3M | -35.4% | -34.8% | -0.6% | -25.1% |
| 6M | -7.3% | -24.8% | +17.6% | -0.4% |
| YTD | +45.8% | +12.2% | +33.6% | +33.0% |
| 1Y | +43.1% | +94.0% | -50.8% | +2.7% |
| All | +321.2% | +25.4% | +295.7% | +293.0% |
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