+188.2%
MAGS vs LBRT
+2.7%
+185.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.7% | +9.2% | -7.5% | +0.5% |
| 30D | -5.8% | -27.5% | +21.7% | -2.3% |
| 3M | +0.2% | -37.9% | +38.1% | +5.8% |
| 6M | -2.7% | -60.7% | +58.1% | +8.3% |
| YTD | +4.1% | -28.5% | +32.6% | +4.9% |
| 1Y | +7.5% | -13.2% | +20.7% | +4.8% |
| 3Y | +122.0% | -28.8% | +150.8% | +112.4% |
| All | +188.2% | +2.7% | +185.5% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling