+629.1%
MRNA vs LBRT
+50.2%
+578.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.4% | -3.4% |
| 7D | -10.1% | +10.2% | -20.3% | -10.3% |
| 30D | +126.7% | +4.9% | +121.9% | +126.3% |
| 3M | +184.1% | -21.2% | +205.3% | +186.4% |
| 6M | +143.3% | -19.9% | +163.2% | +144.9% |
| YTD | +359.9% | +20.8% | +339.1% | +354.6% |
| 1Y | +454.2% | +123.5% | +330.6% | +434.5% |
| 3Y | +26.0% | +30.9% | -4.9% | +23.0% |
| 5Y | -70.3% | +136.3% | -206.5% | -70.1% |
| All | +629.1% | +50.2% | +578.9% | +751.9% |
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 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