+230.9%
MAR vs LBRT
-16.4%
+247.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.4% |
| 7D | +1.0% | -1.9% | +2.9% | +1.1% |
| 30D | +16.2% | -32.0% | +48.2% | +23.2% |
| 3M | +23.1% | -39.7% | +62.7% | +32.7% |
| 6M | +22.0% | -61.1% | +83.0% | +40.6% |
| YTD | +39.2% | -29.4% | +68.5% | +40.7% |
| 1Y | +48.3% | -24.5% | +72.7% | +47.3% |
| 3Y | +123.4% | -28.1% | +151.5% | +112.1% |
| 5Y | +185.4% | +23.9% | +161.5% | +128.2% |
| All | +230.9% | -16.4% | +247.3% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling