+94.3%
MDLZ vs LBRT
-16.2%
+110.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | +0.3% |
| 7D | +0.1% | -11.9% | +12.0% | +0.5% |
| 30D | +10.0% | -31.9% | +41.9% | +11.6% |
| 3M | +7.1% | -34.9% | +41.9% | +8.7% |
| 6M | +9.8% | -60.7% | +70.5% | +14.0% |
| YTD | +26.6% | -29.2% | +55.9% | +26.9% |
| 1Y | +20.3% | -23.6% | +44.0% | +20.0% |
| 3Y | +5.4% | -26.8% | +32.2% | +3.4% |
| 5Y | +22.2% | +16.3% | +5.9% | +14.1% |
| All | +94.3% | -16.2% | +110.5% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling