+544.4%
MSI vs LBRT
-16.4%
+560.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.2% |
| 7D | +7.7% | -1.9% | +9.6% | +7.7% |
| 30D | +19.9% | -32.0% | +51.9% | +23.5% |
| 3M | +14.9% | -39.7% | +54.6% | +19.5% |
| 6M | +37.2% | -61.1% | +98.3% | +47.7% |
| YTD | +40.8% | -29.4% | +70.2% | +42.0% |
| 1Y | +38.1% | -24.5% | +62.6% | +38.1% |
| 3Y | +77.7% | -28.1% | +105.8% | +73.3% |
| 5Y | +129.0% | +23.9% | +105.1% | +104.6% |
| All | +544.4% | -16.4% | +560.8% | +389.1% |
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