-6.8%
MCO vs LBRT
+110.8%
-117.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | -1.7% |
| 7D | -7.3% | +2.3% | -9.6% | -7.2% |
| 30D | -1.7% | -2.9% | +1.2% | -1.7% |
| 3M | +3.9% | -26.1% | +30.1% | +3.8% |
| 6M | +3.8% | -26.2% | +30.0% | +3.5% |
| YTD | -7.9% | +13.7% | -21.6% | -8.3% |
| 1Y | -6.8% | +93.6% | -100.4% | -8.6% |
| All | -6.8% | +110.8% | -117.6% | -8.6% |
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