+337.5%
MS vs LBRT
-26.4%
+363.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.7% | +7.7% | -3.1% |
| 7D | -3.4% | -34.8% | +31.4% | +4.8% |
| 30D | -3.9% | -43.6% | +39.7% | +7.2% |
| 3M | -15.9% | -41.2% | +25.3% | -7.3% |
| 6M | -2.5% | -66.1% | +63.6% | +19.0% |
| YTD | +5.1% | -37.9% | +43.0% | +11.3% |
| 1Y | +13.0% | -33.9% | +46.8% | +17.7% |
| 3Y | +160.7% | -40.9% | +201.5% | +164.4% |
| 5Y | +114.0% | +2.1% | +111.9% | +82.2% |
| All | +337.5% | -26.4% | +363.9% | +204.6% |
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