+634.5%
MRNA vs LBRT
+41.4%
+593.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.6% | +0.9% |
| 7D | -8.2% | +2.3% | -10.5% | -8.3% |
| 30D | +125.6% | -2.9% | +128.5% | +125.6% |
| 3M | +197.1% | -26.1% | +223.2% | +199.8% |
| 6M | +148.5% | -26.2% | +174.6% | +150.6% |
| YTD | +363.3% | +13.7% | +349.6% | +358.5% |
| 1Y | +462.0% | +93.6% | +368.4% | +444.3% |
| 3Y | +26.9% | +23.2% | +3.7% | +24.1% |
| 5Y | -69.6% | +125.5% | -195.1% | -69.4% |
| All | +634.5% | +41.4% | +593.1% | +759.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling