+1,530.3%
MOD vs LBRT
+115.1%
+1,415.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.8% |
| 7D | +9.6% | +8.7% | +0.9% | +6.8% |
| 30D | 0.0% | +6.6% | -6.6% | -2.0% |
| 3M | -35.4% | -34.5% | -0.9% | -27.4% |
| 6M | -7.3% | -24.5% | +17.2% | -1.6% |
| YTD | +45.8% | +12.7% | +33.1% | +36.8% |
| 1Y | +43.1% | +94.8% | -51.7% | +12.5% |
| 3Y | +297.7% | +31.9% | +265.8% | +249.3% |
| All | +1,530.3% | +115.1% | +1,415.2% | +1,066.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling