+81.4%
MCD vs LBRT
+33.5%
+47.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -2.8% | +8.7% | -11.6% | -3.3% |
| 30D | -6.0% | +6.6% | -12.6% | -6.4% |
| 3M | -5.6% | -34.5% | +28.9% | -3.8% |
| 6M | -21.9% | -24.5% | +2.6% | -21.2% |
| YTD | -14.7% | +12.7% | -27.4% | -16.1% |
| 1Y | -17.3% | +94.8% | -112.1% | -21.8% |
| 3Y | -2.2% | +31.9% | -34.0% | -6.8% |
| 5Y | +20.3% | +111.8% | -91.5% | +7.9% |
| All | +81.4% | +33.5% | +47.9% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling