-58.7%
MARA vs LBRT
-25.0%
-33.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.2% | +7.2% | -0.7% |
| 7D | -6.5% | -25.3% | +18.8% | +1.7% |
| 30D | -38.5% | -32.9% | -5.6% | -31.1% |
| 3M | -41.5% | -33.3% | -8.2% | -34.7% |
| 6M | -41.9% | -61.0% | +19.0% | -24.9% |
| YTD | -23.5% | -28.0% | +4.5% | -25.6% |
| 1Y | -58.7% | -21.5% | -37.2% | -63.7% |
| All | -58.7% | -25.0% | -33.6% | -63.7% |
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