+123.5%
LBRT vs MKC
-24.0%
+147.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +2.9% |
| 7D | +10.2% | -4.3% | +14.5% | +8.9% |
| 30D | +4.9% | -3.1% | +8.0% | +4.1% |
| 3M | -21.2% | +6.8% | -28.1% | -19.1% |
| 6M | -19.9% | -18.3% | -1.6% | -23.6% |
| YTD | +20.8% | -23.1% | +43.8% | +14.2% |
| 1Y | +123.5% | -23.7% | +147.2% | +116.6% |
| All | +123.5% | -24.0% | +147.5% | +116.6% |
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