-26.8%
LBRT vs MDY
+57.1%
-83.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.2% | +4.9% | +3.8% |
| 7D | -11.9% | +0.7% | -12.6% | -12.2% |
| 30D | -31.9% | +1.3% | -33.3% | -32.8% |
| 3M | -34.9% | -4.1% | -30.8% | -30.8% |
| 6M | -60.7% | +1.0% | -61.7% | -60.9% |
| YTD | -29.2% | +13.3% | -42.5% | -41.1% |
| 1Y | -23.6% | +15.7% | -39.4% | -38.3% |
| 3Y | -26.8% | +59.6% | -86.4% | -57.9% |
| All | -26.8% | +57.1% | -83.9% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling