+2,802.6%
MULL vs LBRT
+100.7%
+2,701.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.0% | +10.8% | +11.2% |
| 7D | +17.3% | +8.3% | +9.1% | +11.8% |
| 30D | +23.5% | +6.1% | +17.4% | +18.7% |
| 3M | -24.0% | -34.8% | +10.8% | -2.4% |
| 6M | +276.7% | -24.8% | +301.6% | +348.5% |
| YTD | +565.1% | +12.2% | +552.8% | +567.9% |
| 1Y | +2,802.6% | +94.0% | +2,708.6% | +2,767.2% |
| All | +2,802.6% | +100.7% | +2,701.9% | +2,767.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling