+88.0%
MSFU vs LBRT
-3.3%
+91.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -2.8% | +9.2% | -12.0% | -3.8% |
| 30D | -5.3% | -27.5% | +22.2% | -2.1% |
| 3M | +7.2% | -37.9% | +45.1% | +12.5% |
| 6M | +51.0% | -60.7% | +111.7% | +65.0% |
| YTD | -1.2% | -28.5% | +27.3% | -2.3% |
| 1Y | -10.3% | -13.2% | +2.9% | -14.5% |
| 3Y | +22.2% | -28.8% | +51.0% | +13.4% |
| All | +88.0% | -3.3% | +91.3% | +60.1% |
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 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