+21.6%
MCD vs LBRT
+114.2%
-92.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | -2.8% | +8.3% | -11.1% | -2.9% |
| 30D | -6.0% | +6.1% | -12.2% | -6.1% |
| 3M | -5.6% | -34.8% | +29.2% | -5.0% |
| 6M | -21.9% | -24.8% | +3.0% | -21.7% |
| YTD | -14.7% | +12.2% | -26.9% | -15.4% |
| 1Y | -17.3% | +94.0% | -111.2% | -19.4% |
| 3Y | -2.2% | +31.3% | -33.4% | -4.7% |
| All | +21.6% | +114.2% | -92.6% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling