+159.5%
MAR vs LBRT
+33.5%
+126.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.1% |
| 7D | -4.2% | +8.7% | -12.9% | -5.6% |
| 30D | -6.7% | +6.6% | -13.3% | -8.0% |
| 3M | -12.5% | -34.5% | +22.0% | -6.8% |
| 6M | +0.6% | -24.5% | +25.1% | +3.3% |
| YTD | +9.1% | +12.7% | -3.6% | +2.8% |
| 1Y | +26.2% | +94.8% | -68.6% | +4.4% |
| 3Y | +68.2% | +31.9% | +36.3% | +43.8% |
| 5Y | +163.9% | +111.8% | +52.1% | +92.1% |
| All | +159.5% | +33.5% | +126.0% | +60.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling