+106.8%
MRK vs LBRT
+6.0%
+100.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.2% |
| 7D | -1.9% | -29.1% | +27.3% | -1.3% |
| 30D | +2.8% | -38.4% | +41.1% | +3.6% |
| 3M | +15.0% | -40.1% | +55.0% | +15.9% |
| 6M | +30.9% | -62.9% | +93.8% | +33.5% |
| YTD | +42.3% | -34.5% | +76.8% | +41.7% |
| 1Y | +76.1% | -30.2% | +106.3% | +74.8% |
| 3Y | +54.1% | -37.5% | +91.6% | +49.9% |
| All | +106.8% | +6.0% | +100.8% | +96.7% |
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