+93.1%
MDLZ vs LBRT
-22.5%
+115.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -1.4% |
| 7D | +1.7% | -29.1% | +30.8% | +3.0% |
| 30D | +11.2% | -38.4% | +49.6% | +13.3% |
| 3M | +6.1% | -40.1% | +46.2% | +8.2% |
| 6M | +8.6% | -62.9% | +71.4% | +13.0% |
| YTD | +25.8% | -34.5% | +60.4% | +26.6% |
| 1Y | +21.7% | -30.2% | +51.9% | +21.8% |
| 3Y | +5.8% | -37.5% | +43.3% | +4.7% |
| 5Y | +21.4% | +7.6% | +13.8% | +13.7% |
| All | +93.1% | -22.5% | +115.6% | +60.4% |
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