-26.4%
MARA vs LBRT
+33.5%
-59.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | +6.0% | +8.3% | -2.3% | +3.1% |
| 30D | +0.6% | +6.1% | -5.5% | -2.1% |
| 3M | -18.5% | -34.8% | +16.2% | -7.4% |
| 6M | +21.7% | -24.8% | +46.6% | +29.8% |
| YTD | +25.9% | +12.2% | +13.7% | +15.9% |
| 1Y | -25.1% | +94.0% | -119.1% | -44.8% |
| 3Y | -5.7% | +31.3% | -37.0% | -25.1% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling