+22.1%
LBRT vs MKC
-30.0%
+52.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.5% |
| 7D | +8.7% | -5.9% | +14.6% | +9.0% |
| 30D | +6.6% | -0.9% | +7.5% | +6.5% |
| 3M | -34.5% | +12.7% | -47.2% | -34.9% |
| 6M | -24.5% | -19.3% | -5.2% | -22.3% |
| YTD | +12.7% | -22.2% | +34.9% | +16.6% |
| 1Y | +94.8% | -23.3% | +118.2% | +102.0% |
| All | +22.1% | -30.0% | +52.1% | +26.4% |
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