-15.4%
MDLN vs LBRT
+18.5%
-33.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.9% | -9.1% | -4.8% |
| 7D | -1.2% | +6.9% | -8.1% | -0.5% |
| 30D | -1.5% | +7.8% | -9.3% | -0.6% |
| 3M | +2.6% | -25.3% | +27.9% | +0.7% |
| 6M | -20.9% | -19.6% | -1.3% | -21.9% |
| YTD | -17.4% | +17.2% | -34.6% | -12.7% |
| All | -15.4% | +18.5% | -33.9% | -8.3% |
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