+953.2%
MULL vs LBRT
-30.9%
+984.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.4% | +3.7% | +4.7% |
| 7D | -42.7% | -29.1% | -13.6% | -21.4% |
| 30D | -63.8% | -38.4% | -25.4% | -44.3% |
| 3M | -49.0% | -40.1% | -9.0% | -21.2% |
| 6M | -38.2% | -62.9% | +24.7% | +39.6% |
| YTD | +167.0% | -34.5% | +201.6% | +279.3% |
| 1Y | +247.7% | -30.2% | +277.9% | +372.6% |
| All | +953.2% | -30.9% | +984.1% | +1,562.3% |
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 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