-15.1%
MP vs LBRT
+6.0%
-21.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.4% | -0.4% | +3.5% |
| 7D | -10.5% | -29.1% | +18.6% | -2.0% |
| 30D | -23.5% | -38.4% | +14.8% | -13.2% |
| 3M | -25.4% | -40.1% | +14.6% | -15.0% |
| 6M | -51.3% | -62.9% | +11.6% | -37.5% |
| YTD | -29.9% | -34.5% | +4.6% | -25.3% |
| 1Y | -31.8% | -30.2% | -1.6% | -28.8% |
| 3Y | +127.0% | -37.5% | +164.5% | +131.1% |
| All | -15.1% | +6.0% | -21.1% | -37.9% |
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