-21.5%
LBRT vs MDY
+17.5%
-39.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.6% | -11.8% | -11.6% |
| 7D | -25.3% | +1.7% | -27.0% | -26.3% |
| 30D | -32.9% | +1.2% | -34.1% | -33.4% |
| 3M | -33.3% | -3.5% | -29.9% | -31.7% |
| 6M | -61.0% | +3.5% | -64.5% | -61.3% |
| YTD | -28.0% | +13.6% | -41.6% | -35.2% |
| 1Y | -21.5% | +17.1% | -38.6% | -30.5% |
| All | -21.5% | +17.5% | -39.0% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling