-21.5%
LBRT vs MKC
-18.2%
-3.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +5.4% | -16.6% | -8.9% |
| 7D | -25.3% | +9.6% | -34.9% | -22.2% |
| 30D | -32.9% | +12.0% | -44.9% | -29.5% |
| 3M | -33.3% | -2.0% | -31.3% | -32.2% |
| 6M | -61.0% | +7.2% | -68.2% | -58.8% |
| YTD | -28.0% | -23.7% | -4.3% | -30.5% |
| 1Y | -21.5% | -18.3% | -3.2% | -21.3% |
| All | -21.5% | -18.2% | -3.3% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling