-91.6%
MARA vs LBRT
+6.0%
-97.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.4% | +2.6% | +6.1% |
| 7D | -6.2% | -29.1% | +22.9% | +6.0% |
| 30D | -38.7% | -38.4% | -0.3% | -27.3% |
| 3M | -40.4% | -40.1% | -0.3% | -29.2% |
| 6M | -51.3% | -62.9% | +11.6% | -32.6% |
| YTD | -29.3% | -34.5% | +5.2% | -22.0% |
| 1Y | -60.2% | -30.2% | -30.0% | -57.3% |
| 3Y | -31.3% | -37.5% | +6.2% | -29.1% |
| All | -91.6% | +6.0% | -97.6% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling