+24.4%
MDLZ vs LBRT
-25.0%
+49.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -11.2% | +14.7% | +2.5% |
| 7D | +8.9% | -25.3% | +34.2% | +6.6% |
| 30D | +15.2% | -32.9% | +48.1% | +12.4% |
| 3M | +9.5% | -33.3% | +42.8% | +6.9% |
| 6M | +11.7% | -61.0% | +72.6% | +7.0% |
| YTD | +28.4% | -28.0% | +56.4% | +24.6% |
| 1Y | +24.4% | -21.5% | +45.9% | +20.9% |
| All | +24.4% | -25.0% | +49.5% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling