-3.6%
MOS vs LBRT
-26.4%
+22.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -13.7% | +17.0% | +7.1% |
| 7D | +22.5% | -34.8% | +57.3% | +36.1% |
| 30D | +6.6% | -43.6% | +50.2% | +23.2% |
| 3M | -3.8% | -41.2% | +37.4% | +8.9% |
| 6M | -2.2% | -66.1% | +63.9% | +27.7% |
| YTD | -4.8% | -37.9% | +33.1% | +1.3% |
| 1Y | -11.7% | -33.9% | +22.2% | -8.5% |
| 3Y | -26.5% | -40.9% | +14.3% | -27.6% |
| 5Y | -32.2% | +2.1% | -34.3% | -46.4% |
| All | -3.6% | -26.4% | +22.8% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling