+32.1%
MRSH vs LBRT
-60.9%
+93.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.2% |
| 7D | +1.4% | +9.2% | -7.8% | +2.9% |
| 30D | +16.5% | -27.5% | +44.0% | +11.5% |
| 3M | +10.8% | -37.9% | +48.6% | +4.2% |
| 6M | +32.1% | -60.7% | +92.8% | +19.6% |
| All | +32.1% | -60.9% | +93.0% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling