+58.1%
MP vs LBRT
+114.2%
-56.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -2.9% | +8.3% | -11.1% | -5.0% |
| 30D | +13.8% | +6.1% | +7.7% | +11.8% |
| 3M | -16.7% | -34.8% | +18.1% | -7.4% |
| 6M | -11.5% | -24.8% | +13.3% | -6.8% |
| YTD | +7.9% | +12.2% | -4.3% | +0.1% |
| 1Y | -15.0% | +94.0% | -109.0% | -35.3% |
| 3Y | +153.5% | +31.3% | +122.2% | +104.6% |
| All | +58.1% | +114.2% | -56.0% | -6.7% |
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