+11.2%
MCD vs LBRT
-41.2%
+52.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.7% | +12.9% | -1.2% |
| 7D | +8.0% | -34.8% | +42.8% | +6.7% |
| 30D | +19.6% | -43.6% | +63.2% | +17.9% |
| 3M | +2.2% | -41.2% | +43.4% | +0.8% |
| 6M | -1.1% | -66.1% | +64.9% | -2.8% |
| YTD | -7.2% | -37.9% | +30.6% | -9.0% |
| 1Y | -6.7% | -33.9% | +27.2% | -8.4% |
| All | +11.2% | -41.2% | +52.3% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling