+1,014.7%
LITE vs MGY
+94.8%
+919.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.3% |
| 3M | +20.3% | +2.6% | +17.7% | +18.7% |
| 6M | +54.4% | -3.1% | +57.5% | +54.3% |
| YTD | +168.3% | +29.4% | +138.9% | +144.3% |
| 1Y | +551.8% | +22.3% | +529.5% | +503.3% |
| 3Y | +1,891.5% | +26.6% | +1,864.9% | +1,722.2% |
| 5Y | +1,014.7% | +92.1% | +922.6% | +867.2% |
| All | +1,014.7% | +94.8% | +919.9% | +867.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling