-32.8%
MOS vs LBRT
+6.0%
-38.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.2% | -1.1% |
| 7D | +21.6% | -29.1% | +50.7% | +30.5% |
| 30D | +12.0% | -38.4% | +50.4% | +24.3% |
| 3M | -3.9% | -40.1% | +36.2% | +6.7% |
| 6M | -3.3% | -62.9% | +59.6% | +20.5% |
| YTD | -4.6% | -34.5% | +29.9% | -1.8% |
| 1Y | -7.0% | -30.2% | +23.2% | -6.7% |
| 3Y | -24.4% | -37.5% | +13.0% | -27.8% |
| All | -32.8% | +6.0% | -38.8% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling