+93.7%
MA vs LBRT
+1.0%
+92.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.7% | +11.2% | -1.4% |
| 7D | +3.2% | -34.8% | +38.0% | +6.6% |
| 30D | +15.9% | -43.6% | +59.5% | +21.3% |
| 3M | +15.2% | -41.2% | +56.4% | +19.7% |
| 6M | +32.4% | -66.1% | +98.4% | +44.6% |
| YTD | +15.6% | -37.9% | +53.5% | +16.6% |
| 1Y | +19.3% | -33.9% | +53.2% | +19.1% |
| 3Y | +73.0% | -40.9% | +113.8% | +68.1% |
| 5Y | +93.7% | +2.1% | +91.6% | +68.1% |
| All | +93.7% | +1.0% | +92.7% | +68.1% |
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