-2.2%
MA vs LBRT
+100.7%
-102.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.1% |
| 7D | -2.7% | +8.3% | -11.0% | -2.5% |
| 30D | +1.5% | +6.1% | -4.6% | +1.7% |
| 3M | +20.4% | -34.8% | +55.2% | +20.3% |
| 6M | +11.1% | -24.8% | +36.0% | +10.6% |
| YTD | +2.0% | +12.2% | -10.3% | 0.0% |
| 1Y | -2.2% | +94.0% | -96.1% | -6.1% |
| All | -2.2% | +100.7% | -102.9% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling