+153.5%
MAR vs LBRT
+38.7%
+114.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -3.0% |
| 7D | -1.7% | +6.9% | -8.7% | -2.9% |
| 30D | -6.9% | +7.8% | -14.7% | -8.4% |
| 3M | -15.8% | -25.3% | +9.4% | -12.4% |
| 6M | +1.9% | -19.6% | +21.5% | +3.5% |
| YTD | +6.6% | +17.2% | -10.5% | -0.3% |
| 1Y | +23.7% | +114.1% | -90.4% | +0.4% |
| 3Y | +64.6% | +27.0% | +37.6% | +42.2% |
| 5Y | +156.4% | +128.3% | +28.1% | +83.8% |
| All | +153.5% | +38.7% | +114.8% | +55.5% |
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