+223.3%
MXL vs LBRT
-30.4%
+253.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -2.0% |
| 7D | -15.9% | -15.7% | -0.2% | -7.1% |
| 30D | -44.0% | -34.3% | -9.8% | -30.1% |
| 3M | -21.3% | -40.6% | +19.3% | +3.6% |
| 6M | -46.1% | -62.0% | +15.9% | -16.1% |
| YTD | +208.8% | -31.6% | +240.5% | +279.2% |
| 1Y | +255.5% | -25.8% | +281.3% | +322.4% |
| 3Y | +223.3% | -30.4% | +253.7% | +280.0% |
| All | +223.3% | -30.4% | +253.7% | +280.0% |
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 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