+208.0%
MTZ vs LBRT
-26.4%
+234.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.7% | +8.5% | -1.3% |
| 7D | -10.6% | -34.8% | +24.2% | +0.3% |
| 30D | -30.4% | -43.6% | +13.2% | -18.7% |
| 3M | -40.4% | -41.2% | +0.8% | -31.4% |
| 6M | -63.7% | -66.1% | +2.4% | -52.1% |
| YTD | -26.9% | -37.9% | +11.0% | -20.0% |
| 1Y | -20.2% | -33.9% | +13.7% | -14.3% |
| 3Y | +208.1% | -40.9% | +249.0% | +223.5% |
| 5Y | +69.4% | +2.1% | +67.3% | +42.2% |
| All | +208.0% | -26.4% | +234.4% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling