+88.5%
MA vs LBRT
+28.1%
+60.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +1.3% | +9.2% | -7.9% | +0.5% |
| 30D | +9.6% | -27.5% | +37.1% | +12.2% |
| 3M | +16.8% | -37.9% | +54.7% | +21.0% |
| 6M | +35.2% | -60.7% | +95.9% | +46.0% |
| YTD | +16.6% | -28.5% | +45.1% | +16.1% |
| 1Y | +19.8% | -13.2% | +33.0% | +16.1% |
| 3Y | +70.7% | -28.8% | +99.5% | +62.7% |
| All | +88.5% | +28.1% | +60.4% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling