+97.3%
MCD vs LBRT
-26.4%
+123.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.7% | +12.9% | -0.2% |
| 7D | +8.0% | -34.8% | +42.8% | +10.0% |
| 30D | +19.6% | -43.6% | +63.2% | +22.6% |
| 3M | +2.2% | -41.2% | +43.4% | +4.4% |
| 6M | -1.1% | -66.1% | +64.9% | +3.6% |
| YTD | -7.2% | -37.9% | +30.6% | -6.5% |
| 1Y | -6.7% | -33.9% | +27.2% | -6.4% |
| 3Y | +11.6% | -40.9% | +52.4% | +10.7% |
| 5Y | +22.6% | +2.1% | +20.5% | +14.4% |
| All | +97.3% | -26.4% | +123.7% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling