+260.2%
MXL vs LBRT
-25.4%
+285.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +4.7% |
| 7D | +1.6% | +8.7% | -7.1% | -3.5% |
| 30D | -7.0% | +6.6% | -13.6% | -10.0% |
| 3M | -33.4% | -34.5% | +1.1% | -17.6% |
| 6M | +260.2% | -24.5% | +284.7% | +353.9% |
| All | +260.2% | -25.4% | +285.6% | +353.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling