+266.6%
MTZ vs LBRT
-16.4%
+283.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +3.7% |
| 7D | +12.9% | -1.9% | +14.8% | +13.5% |
| 30D | -8.5% | -32.0% | +23.5% | +1.5% |
| 3M | -30.6% | -39.7% | +9.1% | -20.5% |
| 6M | -55.1% | -61.1% | +6.0% | -42.9% |
| YTD | -13.0% | -29.4% | +16.4% | -7.9% |
| 1Y | -4.3% | -24.5% | +20.2% | -0.8% |
| 3Y | +284.0% | -28.1% | +312.1% | +282.7% |
| 5Y | +97.7% | +23.9% | +73.8% | +57.3% |
| All | +266.6% | -16.4% | +283.0% | +128.2% |
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