+87.1%
MCHP vs LBRT
+43.0%
+44.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.2% |
| 7D | +0.3% | +10.2% | -9.8% | -1.8% |
| 30D | -9.8% | +4.9% | -14.6% | -10.8% |
| 3M | -19.7% | -21.2% | +1.5% | -16.3% |
| 6M | +13.6% | -19.9% | +33.5% | +17.5% |
| YTD | +16.5% | +20.8% | -4.2% | +9.5% |
| 1Y | +15.7% | +123.5% | -107.9% | -6.2% |
| 3Y | 0.0% | +30.9% | -31.0% | -12.0% |
| 5Y | +4.4% | +136.3% | -131.9% | -22.1% |
| All | +87.1% | +43.0% | +44.1% | +13.2% |
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