+253.7%
MRK vs LBRT
-16.2%
+269.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.1% | -6.7% | +1.1% |
| 7D | +0.3% | -11.9% | +12.2% | +0.7% |
| 30D | +2.2% | -31.9% | +34.1% | +3.6% |
| 3M | +16.4% | -34.9% | +51.2% | +18.1% |
| 6M | +35.3% | -60.7% | +96.0% | +40.0% |
| YTD | +44.2% | -29.2% | +73.5% | +44.6% |
| 1Y | +77.5% | -23.6% | +101.1% | +77.1% |
| 3Y | +59.2% | -26.8% | +86.1% | +56.4% |
| 5Y | +109.6% | +16.3% | +93.2% | +97.8% |
| All | +253.7% | -16.2% | +269.9% | +201.4% |
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