+215.7%
MXL vs LBRT
+29.0%
+186.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +6.2% |
| 7D | +19.0% | +10.2% | +8.8% | +14.4% |
| 30D | +4.5% | +4.9% | -0.4% | +2.9% |
| 3M | -1.5% | -21.2% | +19.7% | +7.6% |
| 6M | +348.6% | -19.9% | +368.6% | +385.7% |
| YTD | +310.3% | +20.8% | +289.5% | +277.0% |
| 1Y | +344.7% | +123.5% | +221.2% | +211.6% |
| All | +215.7% | +29.0% | +186.7% | +175.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling