+1,552.7%
MU vs LBRT
-22.5%
+1,575.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.4% | -0.3% | +3.8% |
| 7D | -22.0% | -29.1% | +7.1% | -15.0% |
| 30D | -36.6% | -38.4% | +1.8% | -28.6% |
| 3M | -21.7% | -40.1% | +18.3% | -11.6% |
| 6M | +3.5% | -62.9% | +66.4% | +30.0% |
| YTD | +141.9% | -34.5% | +176.5% | +164.9% |
| 1Y | +189.8% | -30.2% | +220.1% | +212.7% |
| 3Y | +855.4% | -37.5% | +892.8% | +913.8% |
| 5Y | +869.2% | +7.6% | +861.6% | +770.1% |
| All | +1,552.7% | -22.5% | +1,575.2% | +1,191.5% |
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