+250.9%
MRK vs LBRT
+38.7%
+212.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.2% | -1.4% |
| 7D | -0.9% | +6.9% | -7.9% | -1.2% |
| 30D | +15.5% | +7.8% | +7.7% | +15.0% |
| 3M | +25.1% | -25.3% | +50.4% | +26.4% |
| 6M | +30.1% | -19.6% | +49.7% | +30.6% |
| YTD | +43.1% | +17.2% | +25.9% | +40.8% |
| 1Y | +82.5% | +114.1% | -31.6% | +73.5% |
| 3Y | +49.3% | +27.0% | +22.3% | +43.6% |
| 5Y | +130.3% | +128.3% | +2.0% | +111.2% |
| All | +250.9% | +38.7% | +212.2% | +193.6% |
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 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