-30.4%
LBRT vs MKC
-21.4%
-8.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.5% |
| 7D | -15.7% | -2.4% | -13.2% | -15.7% |
| 30D | -34.3% | +5.4% | -39.6% | -34.5% |
| 3M | -40.6% | -11.1% | -29.5% | -40.3% |
| 6M | -62.0% | -1.4% | -60.6% | -62.0% |
| YTD | -31.6% | -29.4% | -2.2% | -28.4% |
| 1Y | -25.8% | -24.7% | -1.1% | -23.9% |
| 3Y | -30.4% | -21.8% | -8.6% | -29.0% |
| All | -30.4% | -21.4% | -8.9% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling