+100.2%
MCD vs LBRT
-19.0%
+119.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | +7.3% | -15.7% | +22.9% | +8.0% |
| 30D | +20.0% | -34.3% | +54.2% | +22.0% |
| 3M | +3.8% | -40.6% | +44.4% | +6.0% |
| 6M | +3.8% | -62.0% | +65.8% | +8.1% |
| YTD | -5.9% | -31.6% | +25.8% | -5.5% |
| 1Y | -3.2% | -25.8% | +22.6% | -3.5% |
| 3Y | +13.3% | -30.4% | +43.7% | +11.3% |
| 5Y | +25.2% | +18.7% | +6.6% | +15.9% |
| All | +100.2% | -19.0% | +119.2% | +54.5% |
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