+177.9%
MRVL vs LBRT
-38.0%
+215.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.4% | +3.7% |
| 7D | -28.1% | -29.1% | +1.0% | -18.1% |
| 30D | -50.4% | -38.4% | -12.0% | -40.6% |
| 3M | -32.9% | -40.1% | +7.1% | -19.5% |
| 6M | -17.9% | -62.9% | +45.0% | +14.4% |
| YTD | +66.4% | -34.5% | +101.0% | +91.0% |
| 1Y | +51.5% | -30.2% | +81.8% | +70.0% |
| 3Y | +177.9% | -37.5% | +215.3% | +211.6% |
| All | +177.9% | -38.0% | +215.9% | +211.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling