+32.4%
MGY vs LBRT
+22.2%
+10.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.2% |
| 7D | +2.6% | -1.9% | +4.5% | +2.3% |
| 30D | -2.0% | -32.0% | +30.0% | +13.2% |
| 3M | -7.8% | -39.7% | +31.8% | +11.1% |
| 6M | -13.9% | -61.1% | +47.2% | +22.6% |
| YTD | +11.6% | -29.4% | +41.0% | +15.8% |
| 1Y | +6.7% | -24.5% | +31.2% | +5.9% |
| 3Y | +20.6% | -28.1% | +48.7% | +10.5% |
| 5Y | +32.4% | +23.9% | +8.5% | -17.8% |
| All | +32.4% | +22.2% | +10.2% | -17.8% |
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 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