+1,031.0%
LITE vs MGY
+168.1%
+862.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.1% | +9.8% |
| 7D | +3.4% | +2.6% | +0.8% | +2.6% |
| 30D | -34.9% | -2.0% | -32.9% | -34.4% |
| 3M | -21.0% | -7.8% | -13.2% | -19.6% |
| 6M | -38.5% | -13.9% | -24.5% | -36.7% |
| YTD | +75.8% | +11.6% | +64.2% | +68.4% |
| 1Y | +156.7% | +6.7% | +149.9% | +148.7% |
| 3Y | +1,498.6% | +20.6% | +1,477.9% | +1,406.6% |
| 5Y | +610.9% | +32.4% | +578.5% | +536.4% |
| All | +1,031.0% | +168.1% | +862.9% | +881.7% |
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