+1,626.0%
LITE vs MGY
+210.8%
+1,415.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.7% |
| 7D | +13.6% | +1.5% | +12.1% | +13.2% |
| 30D | +21.6% | +6.8% | +14.7% | +19.7% |
| 3M | +20.3% | +2.6% | +17.7% | +18.9% |
| 6M | +54.4% | -3.1% | +57.5% | +54.3% |
| YTD | +168.3% | +29.4% | +138.9% | +148.6% |
| 1Y | +551.8% | +22.3% | +529.5% | +512.1% |
| 3Y | +1,891.5% | +26.6% | +1,864.9% | +1,750.8% |
| 5Y | +1,014.7% | +92.1% | +922.6% | +815.3% |
| All | +1,626.0% | +210.8% | +1,415.1% | +1,349.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling