+43.0%
LBRT vs MKC
+19.9%
+23.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +10.2% | -4.3% | +14.5% | +10.9% |
| 30D | +4.9% | -3.1% | +8.0% | +5.2% |
| 3M | -21.2% | +6.8% | -28.1% | -22.2% |
| 6M | -19.9% | -18.3% | -1.6% | -17.4% |
| YTD | +20.8% | -23.1% | +43.8% | +25.7% |
| 1Y | +123.5% | -23.7% | +147.2% | +132.3% |
| 3Y | +30.9% | -31.0% | +61.9% | +38.5% |
| 5Y | +136.3% | -33.5% | +169.8% | +150.7% |
| All | +43.0% | +19.9% | +23.1% | +31.2% |
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