-56.8%
MARA vs LBRT
-16.2%
-40.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +1.7% |
| 7D | +3.3% | -11.9% | +15.2% | +8.1% |
| 30D | -31.2% | -31.9% | +0.8% | -21.4% |
| 3M | -34.2% | -34.9% | +0.7% | -24.2% |
| 6M | -48.7% | -60.7% | +12.0% | -30.9% |
| YTD | -26.1% | -29.2% | +3.2% | -20.4% |
| 1Y | -58.2% | -23.6% | -34.5% | -56.2% |
| 3Y | -28.1% | -26.8% | -1.2% | -29.5% |
| 5Y | -91.3% | +16.3% | -107.6% | -93.1% |
| All | -56.8% | -16.2% | -40.6% | -74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling