+97.5%
MDLZ vs LBRT
-15.3%
+112.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +2.3% | +9.2% | -6.9% | +1.9% |
| 30D | +7.9% | -27.5% | +35.5% | +9.2% |
| 3M | +7.3% | -37.9% | +45.1% | +9.2% |
| 6M | +11.7% | -60.7% | +72.4% | +16.0% |
| YTD | +28.7% | -28.5% | +57.2% | +29.0% |
| 1Y | +22.8% | -13.2% | +36.0% | +21.6% |
| 3Y | +6.6% | -28.8% | +35.4% | +4.8% |
| 5Y | +23.2% | +28.0% | -4.8% | +14.2% |
| All | +97.5% | -15.3% | +112.9% | +63.4% |
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