+1,408.5%
LITE vs MGY
+15.0%
+1,393.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.2% | +14.9% | +12.4% |
| 7D | -12.9% | -9.5% | -3.4% | -9.3% |
| 30D | -46.0% | -5.9% | -40.0% | -44.4% |
| 3M | -33.0% | -9.0% | -24.1% | -31.1% |
| 6M | -34.0% | -17.4% | -16.7% | -29.6% |
| YTD | +61.7% | +5.6% | +56.2% | +48.2% |
| 1Y | +148.3% | +6.0% | +142.3% | +126.7% |
| 3Y | +1,408.5% | +15.6% | +1,392.9% | +1,234.7% |
| All | +1,408.5% | +15.0% | +1,393.5% | +1,234.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling