+795.0%
MOD vs LBRT
+33.5%
+761.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.0% |
| 7D | +9.6% | +8.3% | +1.3% | +7.1% |
| 30D | 0.0% | +6.1% | -6.1% | -1.8% |
| 3M | -35.4% | -34.8% | -0.6% | -27.6% |
| 6M | -7.3% | -24.8% | +17.6% | -1.6% |
| YTD | +45.8% | +12.2% | +33.6% | +37.7% |
| 1Y | +43.1% | +94.0% | -50.8% | +13.4% |
| 3Y | +297.7% | +31.3% | +266.4% | +245.1% |
| 5Y | +1,478.8% | +111.8% | +1,366.9% | +1,017.1% |
| All | +795.0% | +33.5% | +761.5% | +454.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling