-28.3%
MOS vs LBRT
+25.4%
-53.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +9.5% | +8.3% | +1.3% | +8.3% |
| 30D | +10.4% | +6.1% | +4.3% | +9.2% |
| 3M | +12.9% | -34.8% | +47.6% | +19.4% |
| 6M | +1.2% | -24.8% | +26.1% | +4.0% |
| YTD | +9.3% | +12.2% | -2.9% | +4.1% |
| 1Y | -18.0% | +94.0% | -112.0% | -30.8% |
| All | -28.3% | +25.4% | -53.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling