+92.9%
MCD vs LBRT
-15.3%
+108.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.6% | +9.2% | -10.8% | -2.1% |
| 30D | +14.1% | -27.5% | +41.6% | +15.6% |
| 3M | +0.6% | -37.9% | +38.5% | +2.5% |
| 6M | 0.0% | -60.7% | +60.7% | +4.1% |
| YTD | -9.3% | -28.5% | +19.2% | -9.2% |
| 1Y | -9.3% | -13.2% | +3.9% | -10.3% |
| 3Y | +8.6% | -28.8% | +37.4% | +6.7% |
| 5Y | +21.9% | +28.0% | -6.1% | +12.3% |
| All | +92.9% | -15.3% | +108.3% | +48.6% |
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