+137.9%
MOH vs LBRT
+33.5%
+104.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | +0.4% | +8.7% | -8.3% | -0.4% |
| 30D | +2.9% | +6.6% | -3.7% | +2.2% |
| 3M | +4.1% | -34.5% | +38.6% | +8.0% |
| 6M | +33.8% | -24.5% | +58.3% | +36.9% |
| YTD | +15.7% | +12.7% | +3.0% | +13.5% |
| 1Y | +17.5% | +94.8% | -77.3% | +8.4% |
| 3Y | -35.3% | +31.9% | -67.2% | -39.6% |
| 5Y | -26.9% | +111.8% | -138.7% | -37.2% |
| All | +137.9% | +33.5% | +104.4% | +85.8% |
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