-15.6%
MOS vs LBRT
-25.0%
+9.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -11.2% | +28.6% | +17.3% |
| 7D | +17.9% | -25.3% | +43.3% | +18.9% |
| 30D | +1.6% | -32.9% | +34.4% | +3.0% |
| 3M | -4.0% | -33.3% | +29.3% | -2.8% |
| 6M | -4.1% | -61.0% | +56.8% | +0.2% |
| YTD | -7.8% | -28.0% | +20.2% | -8.7% |
| 1Y | -15.6% | -21.5% | +5.9% | -17.2% |
| All | -15.6% | -25.0% | +9.5% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling