+51.9%
MDT vs LBRT
-16.2%
+68.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | +0.3% |
| 7D | +3.5% | -11.9% | +15.4% | +4.4% |
| 30D | +16.2% | -31.9% | +48.1% | +19.5% |
| 3M | +18.9% | -34.9% | +53.8% | +22.5% |
| 6M | +37.3% | -60.7% | +98.0% | +47.4% |
| YTD | +9.7% | -29.2% | +39.0% | +10.3% |
| 1Y | +15.2% | -23.6% | +38.8% | +14.7% |
| 3Y | +61.8% | -26.8% | +88.6% | +56.7% |
| 5Y | -1.4% | +16.3% | -17.7% | -12.1% |
| All | +51.9% | -16.2% | +68.0% | +10.1% |
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