-11.3%
MRSH vs LBRT
+97.8%
-109.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -4.8% | +1.8% | -6.6% | -4.7% |
| 30D | -6.3% | -2.5% | -3.8% | -6.3% |
| 3M | +5.8% | -24.9% | +30.7% | +6.1% |
| 6M | +2.8% | -29.5% | +32.2% | +3.1% |
| YTD | -3.1% | +14.7% | -17.9% | -4.0% |
| 1Y | -11.3% | +91.7% | -103.0% | -14.4% |
| All | -11.3% | +97.8% | -109.1% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling