+218.5%
MRVL vs LBRT
-28.0%
+246.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.3% | +6.1% | +8.1% |
| 7D | +5.6% | -1.9% | +7.5% | +7.0% |
| 30D | -36.5% | -32.0% | -4.5% | -26.6% |
| 3M | -20.5% | -39.7% | +19.2% | -4.8% |
| 6M | -1.1% | -61.1% | +59.9% | +35.3% |
| YTD | +99.0% | -29.4% | +128.3% | +122.2% |
| 1Y | +89.3% | -24.5% | +113.7% | +106.4% |
| All | +218.5% | -28.0% | +246.4% | +242.8% |
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