+167.2%
MXL vs LBRT
+43.0%
+124.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +6.6% |
| 7D | +19.0% | +10.2% | +8.8% | +15.7% |
| 30D | +4.5% | +4.9% | -0.4% | +3.4% |
| 3M | -1.5% | -21.2% | +19.7% | +5.5% |
| 6M | +348.6% | -19.9% | +368.6% | +377.1% |
| YTD | +310.3% | +20.8% | +289.5% | +286.4% |
| 1Y | +344.7% | +123.5% | +221.2% | +245.4% |
| 3Y | +211.2% | +30.9% | +180.3% | +173.1% |
| 5Y | +34.8% | +136.3% | -101.4% | -3.0% |
| All | +167.2% | +43.0% | +124.2% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling