+35.4%
MDT vs LBRT
+38.7%
-3.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -2.3% |
| 7D | +0.4% | +6.9% | -6.6% | -0.2% |
| 30D | +6.0% | +7.8% | -1.8% | +5.2% |
| 3M | +15.5% | -25.3% | +40.8% | +17.9% |
| 6M | +3.4% | -19.6% | +23.0% | +4.3% |
| YTD | -2.2% | +17.2% | -19.3% | -5.3% |
| 1Y | +2.6% | +114.1% | -111.5% | -7.6% |
| 3Y | +27.5% | +27.0% | +0.5% | +18.1% |
| 5Y | -20.1% | +128.3% | -148.4% | -33.1% |
| All | +35.4% | +38.7% | -3.3% | -5.5% |
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 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