+237.4%
MTZ vs LBRT
-22.5%
+259.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.4% | +4.2% | +8.0% |
| 7D | -6.4% | -29.1% | +22.7% | +2.8% |
| 30D | -22.1% | -38.4% | +16.3% | -11.1% |
| 3M | -32.7% | -40.1% | +7.4% | -22.8% |
| 6M | -59.8% | -62.9% | +3.1% | -48.2% |
| YTD | -19.9% | -34.5% | +14.6% | -13.5% |
| 1Y | -11.5% | -30.2% | +18.7% | -6.3% |
| 3Y | +258.1% | -37.5% | +295.5% | +270.4% |
| 5Y | +85.5% | +7.6% | +77.9% | +53.6% |
| All | +237.4% | -22.5% | +259.9% | +114.3% |
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