+91.6%
MGY vs LBRT
+116.2%
-24.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.6% | +0.6% |
| 7D | -0.9% | +6.9% | -7.8% | -3.8% |
| 30D | +10.1% | +7.8% | +2.3% | +6.1% |
| 3M | -1.5% | -25.3% | +23.8% | +8.8% |
| 6M | -4.9% | -19.6% | +14.6% | -0.1% |
| YTD | +27.7% | +17.2% | +10.5% | +9.6% |
| 1Y | +20.1% | +114.1% | -94.0% | -28.5% |
| 3Y | +24.9% | +27.0% | -2.1% | -9.2% |
| 5Y | +91.6% | +128.3% | -36.7% | -9.6% |
| All | +91.6% | +116.2% | -24.6% | -9.6% |
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