-0.7%
MDLN vs LBRT
-28.4%
+27.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +3.9% |
| 7D | +21.1% | -11.9% | +33.0% | +18.9% |
| 30D | +12.3% | -31.9% | +44.2% | +7.6% |
| 3M | +15.6% | -34.9% | +50.4% | +10.8% |
| 6M | +3.0% | -60.7% | +63.7% | -4.2% |
| YTD | -3.1% | -29.2% | +26.1% | -2.7% |
| All | -0.7% | -28.4% | +27.7% | +2.1% |
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