+76.3%
MSFU vs LBRT
+52.5%
+23.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.6% | -4.3% |
| 7D | -5.7% | +8.7% | -14.4% | -6.6% |
| 30D | +4.2% | +6.6% | -2.4% | +3.2% |
| 3M | +27.9% | -34.5% | +62.4% | +32.6% |
| 6M | +37.1% | -24.5% | +61.6% | +38.9% |
| YTD | -7.4% | +12.7% | -20.1% | -12.5% |
| 1Y | -19.6% | +94.8% | -114.4% | -32.6% |
| 3Y | +33.2% | +31.9% | +1.3% | +14.1% |
| All | +76.3% | +52.5% | +23.9% | +43.3% |
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