+191.5%
MAGS vs LBRT
+61.3%
+130.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | +0.5% | +8.3% | -7.7% | -0.5% |
| 30D | +1.5% | +6.1% | -4.6% | +0.5% |
| 3M | +0.5% | -34.8% | +35.2% | +5.4% |
| 6M | +11.6% | -24.8% | +36.4% | +14.1% |
| YTD | +5.3% | +12.2% | -6.9% | +0.8% |
| 1Y | +14.9% | +94.0% | -79.1% | -0.5% |
| 3Y | +128.9% | +31.3% | +97.6% | +106.4% |
| All | +191.5% | +61.3% | +130.2% | +161.0% |
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