-14.3%
MTZ vs LBRT
-25.0%
+10.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -11.2% | -4.2% | -12.6% |
| 7D | -7.4% | -25.3% | +17.9% | -1.0% |
| 30D | -23.6% | -32.9% | +9.3% | -16.4% |
| 3M | -38.3% | -33.3% | -5.0% | -32.3% |
| 6M | -60.6% | -61.0% | +0.4% | -52.5% |
| YTD | -22.9% | -28.0% | +5.1% | -24.4% |
| 1Y | -14.3% | -21.5% | +7.2% | -18.5% |
| All | -14.3% | -25.0% | +10.8% | -18.5% |
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