+134.5%
MXL vs LBRT
+33.5%
+101.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +5.1% |
| 7D | +1.6% | +8.7% | -7.1% | -0.9% |
| 30D | -7.0% | +6.6% | -13.6% | -8.7% |
| 3M | -33.4% | -34.5% | +1.1% | -24.6% |
| 6M | +260.2% | -24.5% | +284.7% | +289.4% |
| YTD | +260.0% | +12.7% | +247.2% | +245.8% |
| 1Y | +303.5% | +94.8% | +208.6% | +225.8% |
| 3Y | +160.4% | +31.9% | +128.6% | +128.3% |
| 5Y | +14.7% | +111.8% | -97.1% | -15.0% |
| All | +134.5% | +33.5% | +101.0% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling