+22.2%
MDLZ vs LBRT
+6.0%
+16.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -1.2% |
| 7D | +1.7% | -29.1% | +30.8% | +1.8% |
| 30D | +11.2% | -38.4% | +49.6% | +11.5% |
| 3M | +6.1% | -40.1% | +46.2% | +6.4% |
| 6M | +8.6% | -62.9% | +71.4% | +9.8% |
| YTD | +25.8% | -34.5% | +60.4% | +25.2% |
| 1Y | +21.7% | -30.2% | +51.9% | +20.7% |
| 3Y | +5.8% | -37.5% | +43.3% | +3.9% |
| All | +22.2% | +6.0% | +16.2% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling