+22.9%
MCK vs LBRT
+97.8%
-74.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -2.9% | +1.8% | -4.7% | -2.9% |
| 30D | +0.4% | -2.5% | +2.9% | +0.5% |
| 3M | +12.1% | -24.9% | +37.0% | +12.4% |
| 6M | -5.4% | -29.5% | +24.0% | -5.0% |
| YTD | +7.8% | +14.7% | -7.0% | +6.2% |
| 1Y | +22.9% | +91.7% | -68.8% | +15.5% |
| All | +22.9% | +97.8% | -74.8% | +15.5% |
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 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