-8.4%
MDB vs LBRT
-41.2%
+32.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -13.7% | +6.4% | -5.4% |
| 7D | -20.9% | -34.8% | +13.9% | -16.4% |
| 30D | -15.6% | -43.6% | +28.0% | -9.4% |
| 3M | -19.1% | -41.2% | +22.2% | -14.0% |
| 6M | +14.2% | -66.1% | +80.3% | +29.4% |
| YTD | -27.4% | -37.9% | +10.4% | -26.2% |
| 1Y | -13.0% | -33.9% | +20.8% | -12.8% |
| All | -8.4% | -41.2% | +32.8% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling