+120.1%
MAR vs LBRT
-27.1%
+147.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.4% |
| 7D | +1.6% | +9.2% | -7.6% | +1.0% |
| 30D | +13.8% | -27.5% | +41.3% | +16.0% |
| 3M | +20.3% | -37.9% | +58.2% | +24.0% |
| 6M | +21.3% | -60.7% | +82.0% | +30.4% |
| YTD | +37.2% | -28.5% | +65.7% | +34.6% |
| 1Y | +48.4% | -13.2% | +61.7% | +41.1% |
| 3Y | +120.1% | -28.8% | +148.9% | +103.4% |
| All | +120.1% | -27.1% | +147.2% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling