-16.2%
LBRT vs MDY
+113.0%
-129.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +1.8% |
| 7D | +13.8% | +3.0% | +10.8% | +9.3% |
| 30D | -32.4% | +0.8% | -33.2% | -32.8% |
| 3M | -39.9% | -5.1% | -34.8% | -34.8% |
| 6M | -60.8% | +1.2% | -62.0% | -61.3% |
| YTD | -29.3% | +12.5% | -41.7% | -40.9% |
| 1Y | -18.9% | +13.8% | -32.6% | -33.2% |
| 3Y | -28.0% | +56.4% | -84.4% | -61.4% |
| 5Y | +26.6% | +35.3% | -8.7% | -17.1% |
| All | -16.2% | +113.0% | -129.2% | -68.3% |
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