-24.7%
MDB vs LBRT
+114.2%
-138.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.2% |
| 7D | -17.4% | +8.3% | -25.7% | -18.4% |
| 30D | -2.0% | +6.1% | -8.2% | -3.0% |
| 3M | -3.0% | -34.8% | +31.8% | +2.3% |
| 6M | +48.7% | -24.8% | +73.5% | +52.2% |
| YTD | -12.1% | +12.2% | -24.4% | -16.3% |
| 1Y | +14.5% | +94.0% | -79.5% | -2.1% |
| 3Y | -6.1% | +31.3% | -37.4% | -18.4% |
| All | -24.7% | +114.2% | -138.9% | -33.3% |
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