+486.8%
MCK vs LBRT
+43.0%
+443.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.1% |
| 7D | -3.6% | +10.2% | -13.8% | -4.3% |
| 30D | +1.4% | +4.9% | -3.4% | +1.0% |
| 3M | +13.8% | -21.2% | +35.1% | +15.3% |
| 6M | -5.2% | -19.9% | +14.8% | -4.3% |
| YTD | +9.0% | +20.8% | -11.7% | +5.9% |
| 1Y | +26.9% | +123.5% | -96.7% | +16.1% |
| 3Y | +114.7% | +30.9% | +83.8% | +100.6% |
| 5Y | +347.1% | +136.3% | +210.8% | +279.3% |
| All | +486.8% | +43.0% | +443.8% | +356.0% |
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