+359.7%
MTZ vs LBRT
+33.5%
+326.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | -1.6% | +8.3% | -9.8% | -3.8% |
| 30D | -11.1% | +6.1% | -17.2% | -12.7% |
| 3M | -36.7% | -34.8% | -1.9% | -29.9% |
| 6M | -21.9% | -24.8% | +2.9% | -17.8% |
| YTD | +9.1% | +12.2% | -3.1% | +1.9% |
| 1Y | +30.0% | +94.0% | -64.0% | +2.3% |
| 3Y | +138.5% | +31.3% | +107.2% | +100.2% |
| 5Y | +158.3% | +111.8% | +46.5% | +75.9% |
| All | +359.7% | +33.5% | +326.2% | +152.2% |
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 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