+26.0%
MXL vs LBRT
+116.2%
-90.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.9% | +2.1% | +4.5% |
| 7D | +15.5% | +6.9% | +8.5% | +12.7% |
| 30D | -11.3% | +7.8% | -19.1% | -13.6% |
| 3M | -16.1% | -25.3% | +9.2% | -7.3% |
| 6M | +323.0% | -19.6% | +342.6% | +353.9% |
| YTD | +281.5% | +17.2% | +264.4% | +258.2% |
| 1Y | +319.3% | +114.1% | +205.2% | +213.2% |
| 3Y | +189.4% | +27.0% | +162.4% | +149.0% |
| 5Y | +26.0% | +128.3% | -102.3% | -7.0% |
| All | +26.0% | +116.2% | -90.2% | -7.0% |
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 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