+118.9%
MSI vs LBRT
+6.0%
+112.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -0.8% |
| 7D | +4.7% | -29.1% | +33.8% | +6.6% |
| 30D | +14.8% | -38.4% | +53.1% | +17.8% |
| 3M | +8.8% | -40.1% | +48.9% | +11.7% |
| 6M | +19.3% | -62.9% | +82.2% | +26.1% |
| YTD | +35.3% | -34.5% | +69.9% | +35.9% |
| 1Y | +33.8% | -30.2% | +64.0% | +33.4% |
| 3Y | +74.4% | -37.5% | +111.9% | +70.9% |
| All | +118.9% | +6.0% | +112.9% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling