+1,764.3%
MU vs LBRT
-15.3%
+1,779.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | +12.8% | +9.2% | +3.6% | +10.5% |
| 30D | -14.9% | -27.5% | +12.7% | -7.8% |
| 3M | -18.0% | -37.9% | +19.8% | -8.2% |
| 6M | -3.1% | -60.7% | +57.6% | +19.8% |
| YTD | +172.9% | -28.5% | +201.4% | +192.6% |
| 1Y | +228.8% | -13.2% | +242.1% | +238.0% |
| 3Y | +950.8% | -28.8% | +979.6% | +983.5% |
| 5Y | +931.3% | +28.0% | +903.3% | +790.3% |
| All | +1,764.3% | -15.3% | +1,779.6% | +1,326.7% |
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