+418.9%
MS vs LBRT
+33.5%
+385.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.1% |
| 7D | +1.4% | +8.3% | -6.9% | -0.3% |
| 30D | -0.3% | +6.1% | -6.4% | -1.7% |
| 3M | +0.3% | -34.8% | +35.1% | +8.1% |
| 6M | +31.3% | -24.8% | +56.2% | +36.3% |
| YTD | +24.7% | +12.2% | +12.4% | +18.1% |
| 1Y | +47.9% | +94.0% | -46.1% | +22.0% |
| 3Y | +178.3% | +31.3% | +147.1% | +140.4% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling