+255.3%
MRK vs LBRT
+33.5%
+221.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +1.3% | +8.3% | -6.9% | +1.0% |
| 30D | +17.1% | +6.1% | +11.0% | +16.8% |
| 3M | +25.9% | -34.8% | +60.7% | +27.9% |
| 6M | +26.8% | -24.8% | +51.6% | +27.7% |
| YTD | +44.9% | +12.2% | +32.7% | +42.9% |
| 1Y | +84.8% | +94.0% | -9.1% | +76.6% |
| 3Y | +50.1% | +31.3% | +18.8% | +44.0% |
| 5Y | +127.4% | +111.8% | +15.6% | +109.4% |
| All | +255.3% | +33.5% | +221.8% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling