+53.0%
MDT vs LBRT
-38.0%
+91.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.3% | -2.9% |
| 7D | +5.4% | -29.1% | +34.6% | +5.6% |
| 30D | +19.1% | -38.4% | +57.4% | +19.5% |
| 3M | +19.5% | -40.1% | +59.5% | +19.9% |
| 6M | +33.5% | -62.9% | +96.3% | +35.7% |
| YTD | +8.7% | -34.5% | +43.2% | +7.3% |
| 1Y | +16.8% | -30.2% | +47.0% | +14.7% |
| 3Y | +53.0% | -37.5% | +90.4% | +46.9% |
| All | +53.0% | -38.0% | +91.0% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling