-19.0%
LBRT vs MDY
+113.9%
-132.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -2.9% |
| 7D | -15.7% | 0.0% | -15.7% | -15.1% |
| 30D | -34.3% | +1.0% | -35.2% | -34.8% |
| 3M | -40.6% | -4.1% | -36.5% | -36.6% |
| 6M | -62.0% | +0.6% | -62.6% | -62.2% |
| YTD | -31.6% | +12.9% | -44.6% | -43.2% |
| 1Y | -25.8% | +14.6% | -40.4% | -39.5% |
| 3Y | -30.4% | +57.1% | -87.5% | -62.9% |
| 5Y | +18.7% | +37.1% | -18.4% | -23.9% |
| All | -19.0% | +113.9% | -132.9% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling