+335.1%
MS vs LBRT
-22.5%
+357.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -1.6% |
| 7D | -1.6% | -29.1% | +27.6% | +5.0% |
| 30D | -3.8% | -38.4% | +34.6% | +5.4% |
| 3M | -14.6% | -40.1% | +25.5% | -6.2% |
| 6M | -5.1% | -62.9% | +57.8% | +13.7% |
| YTD | +4.5% | -34.5% | +39.0% | +9.5% |
| 1Y | +13.5% | -30.2% | +43.8% | +16.9% |
| 3Y | +160.4% | -37.5% | +197.9% | +161.0% |
| 5Y | +112.9% | +7.6% | +105.3% | +79.2% |
| All | +335.1% | -22.5% | +357.6% | +199.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling