+167.6%
LHX vs MGY
+210.4%
-42.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | +3.5% | -7.8% | -4.8% |
| 30D | -15.1% | +5.3% | -20.4% | -15.9% |
| 3M | -21.0% | +2.6% | -23.6% | -21.6% |
| 6M | -32.0% | -3.3% | -28.7% | -32.1% |
| YTD | -15.3% | +29.2% | -44.5% | -19.6% |
| 1Y | -11.1% | +18.0% | -29.1% | -14.4% |
| 3Y | +54.0% | +30.0% | +24.0% | +43.5% |
| 5Y | +17.1% | +92.7% | -75.6% | -0.3% |
| All | +167.6% | +210.4% | -42.8% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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