+1,870.5%
LITE vs MGY
+23.8%
+1,846.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.3% | +8.7% | +10.1% |
| 7D | +12.6% | -0.9% | +13.5% | +13.1% |
| 30D | +9.9% | +10.1% | -0.2% | +5.4% |
| 3M | +9.3% | -1.5% | +10.8% | +9.4% |
| 6M | +75.2% | -4.9% | +80.2% | +76.4% |
| YTD | +165.5% | +27.7% | +137.8% | +127.9% |
| 1Y | +555.0% | +20.1% | +534.9% | +479.3% |
| 3Y | +1,870.5% | +24.9% | +1,845.6% | +1,577.9% |
| All | +1,870.5% | +23.8% | +1,846.6% | +1,577.9% |
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