-5.4%
MOS vs LBRT
-15.3%
+9.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.4% |
| 7D | -2.0% | +9.2% | -11.2% | -4.5% |
| 30D | +15.3% | -27.5% | +42.8% | +23.8% |
| 3M | +1.5% | -37.9% | +39.4% | +13.1% |
| 6M | -2.0% | -60.7% | +58.7% | +22.7% |
| YTD | -6.5% | -28.5% | +22.0% | -4.6% |
| 1Y | -11.1% | -13.2% | +2.2% | -14.9% |
| 3Y | -30.3% | -28.8% | -1.5% | -35.0% |
| 5Y | -33.5% | +28.0% | -61.5% | -50.9% |
| All | -5.4% | -15.3% | +9.9% | -40.8% |
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 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