+50.4%
MDT vs LBRT
-22.5%
+72.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.3% | -3.4% |
| 7D | +5.4% | -29.1% | +34.6% | +8.2% |
| 30D | +19.1% | -38.4% | +57.4% | +23.5% |
| 3M | +19.5% | -40.1% | +59.5% | +24.0% |
| 6M | +33.5% | -62.9% | +96.3% | +44.0% |
| YTD | +8.7% | -34.5% | +43.2% | +10.0% |
| 1Y | +16.8% | -30.2% | +47.0% | +17.2% |
| 3Y | +53.0% | -37.5% | +90.4% | +50.5% |
| 5Y | -2.9% | +7.6% | -10.5% | -12.8% |
| All | +50.4% | -22.5% | +72.9% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling