-26.4%
MARA vs LBRT
+33.5%
-59.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.0% |
| 7D | +6.0% | +8.7% | -2.7% | +3.0% |
| 30D | +0.6% | +6.6% | -6.0% | -2.2% |
| 3M | -18.5% | -34.5% | +16.0% | -7.6% |
| 6M | +21.7% | -24.5% | +46.2% | +29.6% |
| YTD | +25.9% | +12.7% | +13.2% | +15.7% |
| 1Y | -25.1% | +94.8% | -120.0% | -44.9% |
| 3Y | -5.7% | +31.9% | -37.6% | -25.2% |
| 5Y | -73.9% | +111.8% | -185.8% | -83.4% |
| All | -26.4% | +33.5% | -59.8% | -62.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling