-19.0%
LBRT vs MKC
+10.0%
-29.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.1% |
| 7D | -15.7% | -2.4% | -13.2% | -15.5% |
| 30D | -34.3% | +5.4% | -39.6% | -35.0% |
| 3M | -40.6% | -11.1% | -29.5% | -39.9% |
| 6M | -62.0% | -1.4% | -60.6% | -62.2% |
| YTD | -31.6% | -29.4% | -2.2% | -28.2% |
| 1Y | -25.8% | -24.7% | -1.1% | -23.3% |
| 3Y | -30.4% | -21.8% | -8.6% | -28.7% |
| 5Y | +18.7% | -36.0% | +54.7% | +26.0% |
| All | -19.0% | +10.0% | -29.0% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling