+218.2%
MGY vs LBRT
+43.0%
+175.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.7% | 0.0% |
| 7D | +1.5% | +10.2% | -8.7% | -2.8% |
| 30D | +6.8% | +4.9% | +2.0% | +4.2% |
| 3M | +2.6% | -21.2% | +23.8% | +10.4% |
| 6M | -3.1% | -19.9% | +16.8% | +2.1% |
| YTD | +29.4% | +20.8% | +8.6% | +10.9% |
| 1Y | +22.3% | +123.5% | -101.2% | -24.9% |
| 3Y | +26.6% | +30.9% | -4.4% | -5.6% |
| 5Y | +92.1% | +136.3% | -44.2% | +5.5% |
| All | +218.2% | +43.0% | +175.2% | +44.8% |
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