+541.9%
MRVL vs LBRT
-22.5%
+564.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.4% | +4.6% |
| 7D | -28.1% | -29.1% | +1.0% | -22.4% |
| 30D | -50.4% | -38.4% | -12.0% | -44.8% |
| 3M | -32.9% | -40.1% | +7.1% | -25.3% |
| 6M | -17.9% | -62.9% | +45.0% | +0.4% |
| YTD | +66.4% | -34.5% | +101.0% | +81.0% |
| 1Y | +51.5% | -30.2% | +81.8% | +62.7% |
| 3Y | +177.9% | -37.5% | +215.3% | +194.1% |
| 5Y | +100.0% | +7.6% | +92.4% | +90.9% |
| All | +541.9% | -22.5% | +564.4% | +425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling