+2,421.5%
MULL vs LBRT
+119.0%
+2,302.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +3.5% |
| 7D | +14.8% | +10.2% | +4.6% | +8.1% |
| 30D | +36.6% | +4.9% | +31.7% | +32.7% |
| 3M | -8.9% | -21.2% | +12.3% | +3.6% |
| 6M | +311.9% | -19.9% | +331.9% | +370.0% |
| YTD | +579.8% | +20.8% | +559.1% | +547.2% |
| 1Y | +2,421.5% | +123.5% | +2,298.0% | +2,103.3% |
| All | +2,421.5% | +119.0% | +2,302.6% | +2,103.3% |
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