+159.5%
MAR vs LBRT
+33.5%
+126.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -4.2% | +8.3% | -12.4% | -5.6% |
| 30D | -6.7% | +6.1% | -12.8% | -7.9% |
| 3M | -12.5% | -34.8% | +22.3% | -6.7% |
| 6M | +0.6% | -24.8% | +25.4% | +3.4% |
| YTD | +9.1% | +12.2% | -3.1% | +2.9% |
| 1Y | +26.2% | +94.0% | -67.8% | +4.5% |
| 3Y | +68.2% | +31.3% | +36.9% | +43.9% |
| 5Y | +163.9% | +111.8% | +52.1% | +92.0% |
| All | +159.5% | +33.5% | +126.0% | +60.3% |
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