+242.5%
MCO vs LBRT
+33.5%
+209.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | -4.2% | +8.7% | -12.9% | -5.0% |
| 30D | +2.2% | +6.6% | -4.4% | +1.4% |
| 3M | +10.1% | -34.5% | +44.6% | +14.1% |
| 6M | +5.3% | -24.5% | +29.8% | +6.9% |
| YTD | -2.7% | +12.7% | -15.5% | -5.7% |
| 1Y | -0.4% | +94.8% | -95.2% | -10.1% |
| 3Y | +49.0% | +31.9% | +17.2% | +37.2% |
| 5Y | +33.6% | +111.8% | -78.2% | +13.5% |
| All | +242.5% | +33.5% | +209.0% | +149.8% |
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