-22.2%
MARA vs LBRT
+106.9%
-129.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.7% | +3.8% |
| 7D | +15.6% | +6.9% | +8.7% | +14.1% |
| 30D | +17.2% | +7.8% | +9.4% | +15.1% |
| 3M | -14.2% | -25.3% | +11.1% | -10.1% |
| 6M | +47.7% | -19.6% | +67.3% | +50.5% |
| YTD | +31.7% | +17.2% | +14.6% | +24.8% |
| 1Y | -22.2% | +114.1% | -136.3% | -23.6% |
| All | -22.2% | +106.9% | -129.1% | -23.6% |
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 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