+85.8%
MSFU vs LBRT
-4.5%
+90.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.3% | -8.0% | -5.1% |
| 7D | -12.7% | -1.9% | -10.8% | -12.5% |
| 30D | -9.0% | -32.0% | +23.0% | -5.2% |
| 3M | +2.9% | -39.7% | +42.6% | +8.4% |
| 6M | +43.5% | -61.1% | +104.6% | +57.0% |
| YTD | -2.4% | -29.4% | +27.0% | -3.3% |
| 1Y | -13.5% | -24.5% | +11.0% | -15.6% |
| 3Y | +19.2% | -28.1% | +47.3% | +10.4% |
| All | +85.8% | -4.5% | +90.2% | +58.5% |
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