+128.3%
LBRT vs MKC
-33.2%
+161.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.0% |
| 7D | +6.9% | -4.3% | +11.3% | +7.6% |
| 30D | +7.8% | -2.0% | +9.8% | +8.0% |
| 3M | -25.3% | +10.0% | -35.3% | -26.5% |
| 6M | -19.6% | -18.5% | -1.0% | -16.4% |
| YTD | +17.2% | -22.4% | +39.6% | +22.7% |
| 1Y | +114.1% | -23.6% | +137.7% | +124.5% |
| 3Y | +27.0% | -30.4% | +57.5% | +37.0% |
| 5Y | +128.3% | -34.2% | +162.5% | +176.5% |
| All | +128.3% | -33.2% | +161.5% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling