+54.1%
MRK vs LBRT
-38.0%
+92.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.2% |
| 7D | -1.9% | -29.1% | +27.3% | -1.6% |
| 30D | +2.8% | -38.4% | +41.1% | +3.2% |
| 3M | +15.0% | -40.1% | +55.0% | +15.4% |
| 6M | +30.9% | -62.9% | +93.8% | +32.8% |
| YTD | +42.3% | -34.5% | +76.8% | +40.6% |
| 1Y | +76.1% | -30.2% | +106.3% | +73.4% |
| 3Y | +54.1% | -37.5% | +91.6% | +43.4% |
| All | +54.1% | -38.0% | +92.1% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling