-1.1%
MSI vs LBRT
+101.6%
-102.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -3.7% | +8.7% | -12.4% | -3.7% |
| 30D | +6.8% | +6.6% | +0.2% | +6.8% |
| 3M | +14.3% | -34.5% | +48.8% | +14.6% |
| 6M | -1.6% | -24.5% | +22.9% | -1.9% |
| YTD | +22.8% | +12.7% | +10.1% | +20.4% |
| 1Y | -1.1% | +94.8% | -95.9% | -5.4% |
| All | -1.1% | +101.6% | -102.7% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling