+682.5%
MRNA vs LBRT
+40.2%
+642.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | +5.5% | +8.7% | -3.3% | +5.3% |
| 30D | +158.7% | +6.6% | +152.1% | +157.6% |
| 3M | +182.1% | -34.5% | +216.6% | +186.4% |
| 6M | +151.8% | -24.5% | +176.3% | +153.7% |
| YTD | +393.6% | +12.7% | +380.8% | +388.6% |
| 1Y | +499.5% | +94.8% | +404.6% | +480.4% |
| 3Y | +29.3% | +31.9% | -2.6% | +26.6% |
| 5Y | -65.1% | +111.8% | -176.9% | -64.9% |
| All | +682.5% | +40.2% | +642.3% | +815.7% |
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 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