-3.5%
MOS vs LBRT
-22.5%
+19.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.2% | -1.4% |
| 7D | +21.6% | -29.1% | +50.7% | +31.9% |
| 30D | +12.0% | -38.4% | +50.4% | +26.0% |
| 3M | -3.9% | -40.1% | +36.2% | +8.2% |
| 6M | -3.3% | -62.9% | +59.6% | +23.0% |
| YTD | -4.6% | -34.5% | +29.9% | -0.1% |
| 1Y | -7.0% | -30.2% | +23.2% | -5.1% |
| 3Y | -24.4% | -37.5% | +13.0% | -26.7% |
| 5Y | -32.1% | +7.6% | -39.7% | -47.2% |
| All | -3.5% | -22.5% | +19.0% | -38.0% |
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