+2,523.1%
MULL vs LBRT
+18.9%
+2,504.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.5% | +10.3% | +10.7% |
| 7D | +17.3% | +8.7% | +8.6% | +10.0% |
| 30D | +23.5% | +6.6% | +16.9% | +16.9% |
| 3M | -24.0% | -34.5% | +10.5% | +5.5% |
| 6M | +276.7% | -24.5% | +301.2% | +360.4% |
| YTD | +565.1% | +12.7% | +552.3% | +493.7% |
| 1Y | +2,802.6% | +94.8% | +2,707.7% | +1,508.8% |
| All | +2,523.1% | +18.9% | +2,504.2% | +2,502.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling