+210.7%
MTUM vs LBRT
+33.5%
+177.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +1.7% | +8.7% | -7.0% | +0.7% |
| 30D | -1.7% | +6.6% | -8.3% | -2.5% |
| 3M | -6.3% | -34.5% | +28.1% | -2.2% |
| 6M | +21.8% | -24.5% | +46.3% | +24.7% |
| YTD | +22.0% | +12.7% | +9.3% | +18.9% |
| 1Y | +25.3% | +94.8% | -69.5% | +13.7% |
| 3Y | +112.1% | +31.9% | +80.3% | +96.7% |
| 5Y | +76.2% | +111.8% | -35.6% | +52.0% |
| All | +210.7% | +33.5% | +177.3% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling