+95.0%
MTZ vs LBRT
+28.1%
+66.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.5% |
| 7D | +5.0% | +9.2% | -4.2% | +2.6% |
| 30D | -6.0% | -27.5% | +21.5% | +1.7% |
| 3M | -36.1% | -37.9% | +1.8% | -28.1% |
| 6M | -56.9% | -60.7% | +3.8% | -46.3% |
| YTD | -15.9% | -28.5% | +12.6% | -12.0% |
| 1Y | -3.8% | -13.2% | +9.4% | -4.4% |
| 3Y | +272.3% | -28.8% | +301.0% | +271.6% |
| All | +95.0% | +28.1% | +66.9% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling