+221.8%
MAR vs LBRT
-26.4%
+248.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -13.7% | +11.9% | +0.6% |
| 7D | +4.4% | -34.8% | +39.2% | +11.9% |
| 30D | +15.5% | -43.6% | +59.1% | +26.6% |
| 3M | +15.7% | -41.2% | +57.0% | +25.3% |
| 6M | +18.2% | -66.1% | +84.2% | +39.7% |
| YTD | +35.3% | -37.9% | +73.2% | +40.1% |
| 1Y | +48.6% | -33.9% | +82.5% | +51.4% |
| 3Y | +124.3% | -40.9% | +165.2% | +121.1% |
| 5Y | +159.7% | +2.1% | +157.6% | +115.7% |
| All | +221.8% | -26.4% | +248.2% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling