+59.2%
MCHP vs LBRT
-16.4%
+75.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +2.3% |
| 7D | -17.5% | -1.9% | -15.6% | -17.1% |
| 30D | -15.8% | -32.0% | +16.2% | -8.8% |
| 3M | -22.9% | -39.7% | +16.8% | -14.4% |
| 6M | -36.6% | -61.1% | +24.5% | -23.3% |
| YTD | -0.8% | -29.4% | +28.5% | +4.2% |
| 1Y | +16.5% | -24.5% | +41.0% | +20.5% |
| 3Y | -13.6% | -28.1% | +14.5% | -13.6% |
| 5Y | -17.0% | +23.9% | -40.9% | -28.7% |
| All | +59.2% | -16.4% | +75.6% | +7.7% |
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