+137.3%
MOH vs LBRT
+34.6%
+102.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.9% | +9.1% | +3.7% |
| 7D | -1.3% | +2.3% | -3.6% | -1.6% |
| 30D | +3.0% | -2.9% | +5.9% | +3.1% |
| 3M | +1.2% | -26.1% | +27.3% | +3.8% |
| 6M | +41.7% | -26.2% | +67.9% | +45.1% |
| YTD | +15.4% | +13.7% | +1.8% | +13.0% |
| 1Y | +11.8% | +93.6% | -81.8% | +3.2% |
| 3Y | -37.5% | +23.2% | -60.7% | -41.3% |
| 5Y | -20.6% | +125.5% | -146.2% | -32.4% |
| All | +137.3% | +34.6% | +102.7% | +85.0% |
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 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