+1,438.0%
LITE vs MGY
+199.8%
+1,238.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | -1.5% | +2.1% | -3.6% | -2.1% |
| 30D | +6.7% | +13.8% | -7.1% | +3.2% |
| 3M | -6.8% | -4.3% | -2.5% | -6.2% |
| 6M | +29.4% | -5.1% | +34.5% | +29.9% |
| YTD | +139.1% | +24.8% | +114.3% | +123.4% |
| 1Y | +521.0% | +11.8% | +509.2% | +495.6% |
| 3Y | +1,535.3% | +23.5% | +1,511.8% | +1,428.7% |
| 5Y | +889.8% | +87.5% | +802.4% | +717.5% |
| All | +1,438.0% | +199.8% | +1,238.2% | +1,202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling