+224.3%
MCO vs LBRT
+34.6%
+189.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | -0.9% |
| 7D | -7.3% | +2.3% | -9.6% | -7.6% |
| 30D | -1.7% | -2.9% | +1.2% | -1.6% |
| 3M | +3.9% | -26.1% | +30.1% | +6.4% |
| 6M | +3.8% | -26.2% | +30.0% | +5.7% |
| YTD | -7.9% | +13.7% | -21.6% | -10.8% |
| 1Y | -6.8% | +93.6% | -100.4% | -15.8% |
| 3Y | +40.9% | +23.2% | +17.7% | +30.7% |
| 5Y | +27.5% | +125.5% | -98.0% | +7.6% |
| All | +224.3% | +34.6% | +189.8% | +136.2% |
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