+31.5%
MCO vs LBRT
+116.2%
-84.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -2.8% |
| 7D | -2.7% | +6.9% | -9.7% | -3.3% |
| 30D | +0.9% | +7.8% | -6.9% | +0.2% |
| 3M | +8.7% | -25.3% | +33.9% | +10.9% |
| 6M | +2.4% | -19.6% | +22.0% | +3.2% |
| YTD | -5.2% | +17.2% | -22.3% | -8.4% |
| 1Y | -4.4% | +114.1% | -118.5% | -14.8% |
| 3Y | +45.1% | +27.0% | +18.1% | +33.1% |
| 5Y | +31.5% | +128.3% | -96.8% | +14.3% |
| All | +31.5% | +116.2% | -84.7% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling