+95.0%
MSFU vs LBRT
-7.5%
+102.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.9% |
| 7D | +4.0% | -15.7% | +19.7% | +5.8% |
| 30D | -2.3% | -34.3% | +31.9% | +2.2% |
| 3M | +7.1% | -40.6% | +47.7% | +13.0% |
| 6M | +48.9% | -62.0% | +110.9% | +63.4% |
| YTD | +2.4% | -31.6% | +34.1% | +2.0% |
| 1Y | -8.1% | -25.8% | +17.7% | -10.2% |
| 3Y | +25.2% | -30.4% | +55.5% | +16.4% |
| All | +95.0% | -7.5% | +102.5% | +67.0% |
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