+326.1%
MA vs LBRT
-16.2%
+342.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.5% | +13.8% | -14.3% | -2.2% |
| 30D | +7.9% | -32.4% | +40.3% | +12.6% |
| 3M | +16.8% | -39.9% | +56.7% | +23.4% |
| 6M | +31.0% | -60.8% | +91.8% | +45.2% |
| YTD | +15.0% | -29.3% | +44.3% | +16.1% |
| 1Y | +17.0% | -18.9% | +35.9% | +15.5% |
| 3Y | +68.5% | -28.0% | +96.4% | +62.1% |
| 5Y | +85.0% | +26.6% | +58.4% | +56.8% |
| All | +326.1% | -16.2% | +342.4% | +203.1% |
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