+131.3%
MRK vs LBRT
+115.1%
+16.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | +1.3% | +8.7% | -7.4% | +1.1% |
| 30D | +17.1% | +6.6% | +10.5% | +16.8% |
| 3M | +25.9% | -34.5% | +60.4% | +27.5% |
| 6M | +26.8% | -24.5% | +51.3% | +27.4% |
| YTD | +44.9% | +12.7% | +32.2% | +42.8% |
| 1Y | +84.8% | +94.8% | -10.0% | +77.0% |
| 3Y | +50.1% | +31.9% | +18.3% | +42.9% |
| All | +131.3% | +115.1% | +16.1% | +107.9% |
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