+11.0%
MTUM vs LBRT
-23.3%
+34.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +10.8% | +13.8% | -3.0% | +7.8% |
| 30D | -11.4% | -32.4% | +21.0% | -5.4% |
| 3M | -11.7% | -39.9% | +28.2% | -4.0% |
| 6M | -8.2% | -60.8% | +52.6% | +5.1% |
| YTD | +11.3% | -29.3% | +40.6% | +13.0% |
| 1Y | +11.0% | -18.9% | +29.9% | +8.1% |
| All | +11.0% | -23.3% | +34.3% | +8.1% |
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 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