+29.9%
MCHP vs LBRT
-25.0%
+55.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.2% | +7.9% | -0.5% |
| 7D | -5.4% | -25.3% | +19.9% | +1.4% |
| 30D | -7.5% | -32.9% | +25.3% | +1.6% |
| 3M | -6.0% | -33.3% | +27.3% | +3.0% |
| 6M | -20.1% | -61.0% | +40.9% | -2.6% |
| YTD | +20.2% | -28.0% | +48.3% | +26.0% |
| 1Y | +29.9% | -21.5% | +51.4% | +31.4% |
| All | +29.9% | -25.0% | +55.0% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling