+125.3%
MAGS vs LBRT
-38.0%
+163.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.3% |
| 7D | -1.4% | -29.1% | +27.8% | +3.0% |
| 30D | -8.4% | -38.4% | +30.0% | -2.6% |
| 3M | -1.5% | -40.1% | +38.5% | +4.7% |
| 6M | -1.4% | -62.9% | +61.5% | +11.4% |
| YTD | +2.4% | -34.5% | +36.9% | +4.2% |
| 1Y | +3.5% | -30.2% | +33.7% | +3.9% |
| 3Y | +125.3% | -37.5% | +162.7% | +118.4% |
| All | +125.3% | -38.0% | +163.3% | +118.4% |
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