+27.0%
LBRT vs MDY
+51.1%
-24.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.8% |
| 7D | +6.9% | +1.0% | +5.9% | +5.5% |
| 30D | +7.8% | -3.1% | +10.9% | +12.3% |
| 3M | -25.3% | +1.8% | -27.1% | -27.1% |
| 6M | -19.6% | +10.8% | -30.4% | -30.7% |
| YTD | +17.2% | +14.4% | +2.7% | -3.6% |
| 1Y | +114.1% | +15.2% | +98.9% | +75.4% |
| 3Y | +27.0% | +51.2% | -24.2% | -16.1% |
| All | +27.0% | +51.1% | -24.1% | -16.1% |
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