+326.2%
MA vs LBRT
-22.5%
+348.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -1.2% |
| 7D | +2.3% | -29.1% | +31.4% | +6.4% |
| 30D | +14.7% | -38.4% | +53.1% | +21.2% |
| 3M | +13.5% | -40.1% | +53.6% | +19.9% |
| 6M | +33.1% | -62.9% | +96.0% | +48.5% |
| YTD | +15.1% | -34.5% | +49.6% | +17.3% |
| 1Y | +18.7% | -30.2% | +48.9% | +19.6% |
| 3Y | +72.1% | -37.5% | +109.5% | +68.9% |
| 5Y | +92.8% | +7.6% | +85.2% | +67.2% |
| All | +326.2% | -22.5% | +348.7% | +206.3% |
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