+23.7%
MAR vs LBRT
+106.9%
-83.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.2% |
| 7D | -1.7% | +6.9% | -8.7% | -1.5% |
| 30D | -6.9% | +7.8% | -14.7% | -6.6% |
| 3M | -15.8% | -25.3% | +9.4% | -15.9% |
| 6M | +1.9% | -19.6% | +21.5% | +1.6% |
| YTD | +6.6% | +17.2% | -10.5% | +4.8% |
| 1Y | +23.7% | +114.1% | -90.4% | +18.1% |
| All | +23.7% | +106.9% | -83.3% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling