+418.9%
MS vs LBRT
+33.5%
+385.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +1.4% | +8.7% | -7.4% | -0.4% |
| 30D | -0.3% | +6.6% | -6.9% | -1.8% |
| 3M | +0.3% | -34.5% | +34.8% | +8.0% |
| 6M | +31.3% | -24.5% | +55.8% | +36.2% |
| YTD | +24.7% | +12.7% | +11.9% | +17.9% |
| 1Y | +47.9% | +94.8% | -46.9% | +21.9% |
| 3Y | +178.3% | +31.9% | +146.5% | +140.2% |
| 5Y | +144.9% | +111.8% | +33.1% | +79.2% |
| All | +418.9% | +33.5% | +385.5% | +222.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling