+1,100.9%
MRNA vs LBRT
-11.1%
+1,112.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.5% |
| 7D | -12.1% | +9.2% | -21.3% | -12.3% |
| 30D | -1.3% | -27.5% | +26.2% | -0.8% |
| 3M | +250.9% | -37.9% | +288.8% | +253.2% |
| 6M | +343.0% | -60.7% | +403.7% | +353.7% |
| YTD | +657.4% | -28.5% | +685.9% | +654.8% |
| 1Y | +794.9% | -13.2% | +808.1% | +785.4% |
| 3Y | +218.1% | -28.8% | +246.9% | +212.7% |
| 5Y | -3.4% | +28.0% | -31.3% | -2.6% |
| All | +1,100.9% | -11.1% | +1,112.0% | +1,314.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling