+49.2%
MDT vs LBRT
-16.2%
+65.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -3.7% | +13.8% | -17.5% | -4.8% |
| 30D | +8.6% | -32.4% | +41.0% | +11.8% |
| 3M | +12.2% | -39.9% | +52.1% | +16.5% |
| 6M | +33.7% | -60.8% | +94.6% | +43.6% |
| YTD | +7.8% | -29.3% | +37.1% | +8.4% |
| 1Y | +8.9% | -18.9% | +27.8% | +7.8% |
| 3Y | +57.6% | -28.0% | +85.6% | +53.0% |
| 5Y | -0.7% | +26.6% | -27.3% | -12.3% |
| All | +49.2% | -16.2% | +65.4% | +8.2% |
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