+289.8%
MRVL vs LBRT
+26.0%
+263.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.6% | +6.6% |
| 7D | +3.2% | +8.7% | -5.5% | +0.5% |
| 30D | +5.9% | +6.6% | -0.7% | +3.2% |
| 3M | -29.3% | -34.5% | +5.1% | -20.1% |
| 6M | +186.5% | -24.5% | +211.0% | +208.6% |
| YTD | +163.4% | +12.7% | +150.7% | +148.6% |
| 1Y | +249.5% | +94.8% | +154.7% | +169.8% |
| All | +289.8% | +26.0% | +263.8% | +248.1% |
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