+22.8%
MDLZ vs LBRT
-17.1%
+39.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.6% |
| 7D | +2.3% | +9.2% | -6.9% | +3.0% |
| 30D | +7.9% | -27.5% | +35.5% | +5.7% |
| 3M | +7.3% | -37.9% | +45.1% | +4.2% |
| 6M | +11.7% | -60.7% | +72.4% | +6.9% |
| YTD | +28.7% | -28.5% | +57.2% | +25.1% |
| 1Y | +22.8% | -13.2% | +36.0% | +20.5% |
| All | +22.8% | -17.1% | +39.9% | +20.5% |
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