+36.2%
MCO vs LBRT
+25.3%
+10.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -1.7% | +13.8% | -15.5% | -2.7% |
| 30D | +9.1% | -32.4% | +41.5% | +12.0% |
| 3M | +6.2% | -39.9% | +46.1% | +9.9% |
| 6M | +12.6% | -60.8% | +73.5% | +20.8% |
| YTD | -0.2% | -29.3% | +29.1% | -0.4% |
| 1Y | +4.1% | -18.9% | +23.0% | +2.0% |
| 3Y | +50.6% | -28.0% | +78.6% | +43.5% |
| 5Y | +36.2% | +26.6% | +9.7% | +22.4% |
| All | +36.2% | +25.3% | +10.9% | +22.4% |
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