+44.8%
MAR vs LBRT
-25.2%
+70.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.1% | -7.9% | +0.6% |
| 7D | +0.2% | -11.9% | +12.1% | -0.5% |
| 30D | +14.0% | -31.9% | +46.0% | +11.6% |
| 3M | +18.1% | -34.9% | +53.0% | +15.5% |
| 6M | +18.6% | -60.7% | +79.3% | +14.6% |
| YTD | +35.3% | -29.2% | +64.5% | +25.5% |
| All | +44.8% | -25.2% | +70.0% | +32.9% |
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