+79.7%
MTUM vs LBRT
+138.4%
-58.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.3% |
| 7D | +4.1% | +10.2% | -6.1% | +2.6% |
| 30D | +0.6% | +4.9% | -4.2% | -0.2% |
| 3M | -0.6% | -21.2% | +20.6% | +2.1% |
| 6M | +25.3% | -19.9% | +45.3% | +27.9% |
| YTD | +23.8% | +20.8% | +3.0% | +18.3% |
| 1Y | +25.4% | +123.5% | -98.2% | +7.6% |
| 3Y | +117.3% | +30.9% | +86.3% | +95.7% |
| 5Y | +79.7% | +136.3% | -56.6% | +41.7% |
| All | +79.7% | +138.4% | -58.8% | +41.7% |
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