+38.0%
MDT vs LBRT
+33.5%
+4.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +1.0% |
| 7D | +3.2% | +8.7% | -5.5% | +2.4% |
| 30D | +9.5% | +6.6% | +2.9% | +8.8% |
| 3M | +16.0% | -34.5% | +50.4% | +19.8% |
| 6M | +0.2% | -24.5% | +24.7% | +1.7% |
| YTD | -0.3% | +12.7% | -13.0% | -3.1% |
| 1Y | +4.7% | +94.8% | -90.1% | -4.8% |
| 3Y | +26.5% | +31.9% | -5.3% | +16.5% |
| 5Y | -18.2% | +111.8% | -130.0% | -31.0% |
| All | +38.0% | +33.5% | +4.5% | -3.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling