+19.9%
MA vs LBRT
-27.7%
+47.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.3% |
| 7D | +1.8% | -15.7% | +17.5% | +0.8% |
| 30D | +11.8% | -34.3% | +46.1% | +9.5% |
| 3M | +17.2% | -40.6% | +57.8% | +14.3% |
| 6M | +33.4% | -62.0% | +95.4% | +29.4% |
| YTD | +16.1% | -31.6% | +47.8% | +10.7% |
| 1Y | +19.9% | -25.8% | +45.7% | +14.2% |
| All | +19.9% | -27.7% | +47.7% | +14.2% |
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