+480.1%
MCK vs LBRT
+35.9%
+444.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -2.9% | +1.8% | -4.7% | -3.1% |
| 30D | +0.4% | -2.5% | +2.9% | +0.5% |
| 3M | +12.1% | -24.9% | +37.0% | +14.0% |
| 6M | -5.4% | -29.5% | +24.0% | -3.6% |
| YTD | +7.8% | +14.7% | -7.0% | +5.1% |
| 1Y | +22.9% | +91.7% | -68.8% | +14.0% |
| 3Y | +110.7% | +24.6% | +86.1% | +97.6% |
| 5Y | +346.2% | +127.7% | +218.5% | +279.4% |
| All | +480.1% | +35.9% | +444.3% | +352.5% |
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