+183.5%
MAGS vs LBRT
-5.9%
+189.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.3% |
| 7D | -1.4% | -29.1% | +27.8% | +2.7% |
| 30D | -8.4% | -38.4% | +30.0% | -2.9% |
| 3M | -1.5% | -40.1% | +38.5% | +4.4% |
| 6M | -1.4% | -62.9% | +61.5% | +10.5% |
| YTD | +2.4% | -34.5% | +36.9% | +4.4% |
| 1Y | +3.5% | -30.2% | +33.7% | +4.2% |
| 3Y | +125.3% | -37.5% | +162.7% | +118.3% |
| All | +183.5% | -5.9% | +189.4% | +170.4% |
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 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