+90.0%
MCHP vs LBRT
+33.5%
+56.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.1% |
| 7D | +1.7% | +8.7% | -7.0% | -0.2% |
| 30D | -4.1% | +6.6% | -10.7% | -5.6% |
| 3M | -22.5% | -34.5% | +12.0% | -15.9% |
| 6M | +7.3% | -24.5% | +31.8% | +12.4% |
| YTD | +18.4% | +12.7% | +5.7% | +13.0% |
| 1Y | +18.1% | +94.8% | -76.7% | -1.3% |
| 3Y | -2.8% | +31.9% | -34.6% | -14.4% |
| 5Y | +5.5% | +111.8% | -106.3% | -19.5% |
| All | +90.0% | +33.5% | +56.6% | +16.7% |
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 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