+10.2%
MTUM vs LBRT
-25.0%
+35.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -11.2% | +9.2% | 0.0% |
| 7D | -10.1% | -25.3% | +15.2% | -5.5% |
| 30D | -15.6% | -32.9% | +17.3% | -9.8% |
| 3M | -12.7% | -33.3% | +20.6% | -6.8% |
| 6M | -3.7% | -61.0% | +57.2% | +9.8% |
| YTD | +9.4% | -28.0% | +37.5% | +12.0% |
| 1Y | +10.2% | -21.5% | +31.7% | +11.0% |
| All | +10.2% | -25.0% | +35.3% | +11.0% |
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