+941.2%
LITE vs MGY
+176.7%
+764.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.9% |
| 7D | +10.8% | +4.5% | +6.3% | +9.5% |
| 30D | -33.4% | -0.4% | -33.0% | -33.3% |
| 3M | -32.2% | -4.3% | -27.9% | -31.7% |
| 6M | -42.1% | -12.9% | -29.2% | -40.6% |
| YTD | +61.9% | +15.2% | +46.7% | +53.8% |
| 1Y | +163.0% | +10.3% | +152.6% | +152.6% |
| 3Y | +1,358.0% | +23.6% | +1,334.4% | +1,265.1% |
| 5Y | +549.9% | +35.7% | +514.2% | +477.9% |
| All | +941.2% | +176.7% | +764.5% | +796.5% |
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