+178.8%
MGY vs LBRT
-16.2%
+195.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +3.5% | +13.8% | -10.3% | -2.5% |
| 30D | -3.0% | -32.4% | +29.4% | +12.5% |
| 3M | -7.6% | -39.9% | +32.3% | +11.8% |
| 6M | -14.4% | -60.8% | +46.5% | +21.2% |
| YTD | +13.4% | -29.3% | +42.7% | +19.5% |
| 1Y | +9.2% | -18.9% | +28.0% | +7.0% |
| 3Y | +22.6% | -28.0% | +50.5% | +16.1% |
| 5Y | +33.6% | +26.6% | +7.1% | -5.3% |
| All | +178.8% | -16.2% | +195.1% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling