+546.2%
LITE vs MGY
+20.2%
+526.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.2% | +14.9% | +11.9% |
| 7D | -12.9% | -9.5% | -3.4% | -10.4% |
| 30D | -46.0% | -5.9% | -40.0% | -44.9% |
| 3M | -33.0% | -9.0% | -24.1% | -31.5% |
| 6M | -34.0% | -17.4% | -16.7% | -30.9% |
| YTD | +61.7% | +5.6% | +56.2% | +55.0% |
| 1Y | +148.3% | +6.0% | +142.3% | +137.6% |
| 3Y | +1,408.5% | +15.6% | +1,392.9% | +1,321.8% |
| 5Y | +546.2% | +20.2% | +525.9% | +509.1% |
| All | +546.2% | +20.2% | +526.0% | +509.1% |
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