-25.0%
MOH vs LBRT
+138.4%
-163.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.3% |
| 7D | -4.2% | +10.2% | -14.4% | -4.9% |
| 30D | -2.4% | +4.9% | -7.2% | -2.8% |
| 3M | -4.4% | -21.2% | +16.8% | -3.0% |
| 6M | +32.9% | -19.9% | +52.9% | +34.8% |
| YTD | +11.9% | +20.8% | -8.9% | +10.3% |
| 1Y | +6.9% | +123.5% | -116.6% | +0.3% |
| 3Y | -39.4% | +30.9% | -70.4% | -42.2% |
| 5Y | -25.0% | +136.3% | -161.2% | -34.4% |
| All | -25.0% | +138.4% | -163.4% | -34.4% |
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