+96.0%
MA vs LBRT
+16.1%
+79.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -0.2% |
| 7D | -0.3% | -11.9% | +11.6% | +0.5% |
| 30D | +11.3% | -31.9% | +43.3% | +14.5% |
| 3M | +16.7% | -34.9% | +51.5% | +20.2% |
| 6M | +32.8% | -60.7% | +93.4% | +43.1% |
| YTD | +15.6% | -29.2% | +44.8% | +15.3% |
| 1Y | +19.6% | -23.6% | +43.2% | +17.8% |
| 3Y | +72.1% | -26.8% | +98.9% | +63.3% |
| 5Y | +96.0% | +16.3% | +79.7% | +68.2% |
| All | +96.0% | +16.1% | +79.9% | +68.2% |
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 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