+33.5%
LBRT vs MDY
+118.2%
-84.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.3% |
| 7D | +8.7% | +0.1% | +8.6% | +8.4% |
| 30D | +6.6% | -1.5% | +8.1% | +8.9% |
| 3M | -34.5% | +0.8% | -35.2% | -35.2% |
| 6M | -24.5% | +7.4% | -31.9% | -33.0% |
| YTD | +12.7% | +15.2% | -2.5% | -9.5% |
| 1Y | +94.8% | +16.5% | +78.3% | +54.4% |
| 3Y | +31.9% | +46.8% | -14.9% | -23.6% |
| 5Y | +111.8% | +46.0% | +65.8% | +23.1% |
| All | +33.5% | +118.2% | -84.7% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling