+96.2%
MCD vs LBRT
-22.5%
+118.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -0.8% |
| 7D | +7.1% | -29.1% | +36.3% | +8.6% |
| 30D | +19.8% | -38.4% | +58.2% | +22.2% |
| 3M | +0.8% | -40.1% | +40.9% | +2.9% |
| 6M | -1.3% | -62.9% | +61.6% | +2.9% |
| YTD | -7.8% | -34.5% | +26.8% | -7.2% |
| 1Y | -5.0% | -30.2% | +25.3% | -4.9% |
| 3Y | +10.5% | -37.5% | +48.0% | +9.3% |
| 5Y | +22.0% | +7.6% | +14.4% | +13.5% |
| All | +96.2% | -22.5% | +118.6% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling