-7.8%
MP vs LBRT
+1.0%
-8.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -13.7% | +7.6% | -2.2% |
| 7D | -19.0% | -34.8% | +15.8% | -9.2% |
| 30D | -30.5% | -43.6% | +13.1% | -19.1% |
| 3M | -29.6% | -41.2% | +11.7% | -19.3% |
| 6M | -50.4% | -66.1% | +15.6% | -34.9% |
| YTD | -33.2% | -37.9% | +4.6% | -27.8% |
| 1Y | -38.6% | -33.9% | -4.7% | -34.9% |
| 3Y | +105.5% | -40.9% | +146.3% | +112.6% |
| 5Y | -7.8% | +2.1% | -9.9% | -31.1% |
| All | -7.8% | +1.0% | -8.8% | -31.1% |
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