+14.4%
MAGS vs LBRT
+106.9%
-92.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -0.8% |
| 7D | +1.2% | +6.9% | -5.7% | +0.8% |
| 30D | -0.1% | +7.8% | -7.9% | -0.7% |
| 3M | +3.8% | -25.3% | +29.1% | +5.1% |
| 6M | +13.2% | -19.6% | +32.8% | +13.6% |
| YTD | +4.7% | +17.2% | -12.4% | +1.3% |
| 1Y | +14.4% | +114.1% | -99.7% | +9.7% |
| All | +14.4% | +106.9% | -92.6% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling