+7.1%
MDLZ vs LBRT
-41.2%
+48.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.7% | +12.9% | -1.2% |
| 7D | +6.9% | -34.8% | +41.7% | +5.8% |
| 30D | +12.1% | -43.6% | +55.7% | +10.8% |
| 3M | +7.7% | -41.2% | +48.9% | +6.5% |
| 6M | +10.8% | -66.1% | +76.9% | +9.4% |
| YTD | +27.4% | -37.9% | +65.2% | +25.5% |
| 1Y | +23.5% | -33.9% | +57.4% | +21.6% |
| All | +7.1% | -41.2% | +48.2% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling