+48.7%
MAR vs LBRT
-27.7%
+76.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +2.5% |
| 7D | +2.9% | -15.7% | +18.5% | +1.8% |
| 30D | +17.0% | -34.3% | +51.3% | +14.3% |
| 3M | +23.2% | -40.6% | +63.8% | +19.8% |
| 6M | +21.7% | -62.0% | +83.7% | +17.5% |
| YTD | +38.9% | -31.6% | +70.5% | +28.6% |
| 1Y | +48.7% | -25.8% | +74.5% | +36.2% |
| All | +48.7% | -27.7% | +76.4% | +36.2% |
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