+297.0%
MXL vs LBRT
-25.0%
+322.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -11.2% | +0.1% | -3.7% |
| 7D | -24.3% | -25.3% | +1.0% | -8.3% |
| 30D | -46.1% | -32.9% | -13.2% | -29.9% |
| 3M | -21.8% | -33.3% | +11.5% | +3.1% |
| 6M | -27.2% | -61.0% | +33.7% | +19.7% |
| YTD | +226.2% | -28.0% | +254.2% | +300.6% |
| 1Y | +297.0% | -21.5% | +318.5% | +349.1% |
| All | +297.0% | -25.0% | +322.0% | +349.1% |
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