+209.0%
MTUM vs LBRT
+34.6%
+174.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -1.3% |
| 7D | +1.2% | +2.3% | -1.1% | +1.0% |
| 30D | -1.7% | -2.9% | +1.2% | -1.4% |
| 3M | -0.5% | -26.1% | +25.7% | +2.5% |
| 6M | +22.3% | -26.2% | +48.5% | +25.5% |
| YTD | +21.4% | +13.7% | +7.7% | +18.1% |
| 1Y | +20.0% | +93.6% | -73.5% | +8.9% |
| 3Y | +113.0% | +23.2% | +89.7% | +98.9% |
| 5Y | +77.3% | +125.5% | -48.2% | +52.0% |
| All | +209.0% | +34.6% | +174.4% | +139.6% |
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