+19.3%
MRSH vs LBRT
+138.4%
-119.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.2% |
| 7D | -5.9% | +10.2% | -16.0% | -6.2% |
| 30D | -7.3% | +4.9% | -12.2% | -7.5% |
| 3M | +7.4% | -21.2% | +28.7% | +8.4% |
| 6M | -0.7% | -19.9% | +19.3% | -0.1% |
| YTD | -3.2% | +20.8% | -23.9% | -5.1% |
| 1Y | -10.6% | +123.5% | -134.2% | -16.3% |
| 3Y | -4.6% | +30.9% | -35.5% | -9.4% |
| 5Y | +19.3% | +136.3% | -117.0% | +8.5% |
| All | +19.3% | +138.4% | -119.2% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling