+181.3%
MS vs LBRT
+25.4%
+155.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.1% |
| 7D | +1.4% | +8.3% | -6.9% | 0.0% |
| 30D | -0.3% | +6.1% | -6.4% | -1.4% |
| 3M | +0.3% | -34.8% | +35.1% | +7.0% |
| 6M | +31.3% | -24.8% | +56.2% | +35.5% |
| YTD | +24.7% | +12.2% | +12.4% | +18.0% |
| 1Y | +47.9% | +94.0% | -46.1% | +21.7% |
| All | +181.3% | +25.4% | +155.9% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling