+141.7%
LMT vs MGY
+210.4%
-68.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | +3.5% | -3.8% | -0.7% |
| 30D | -13.1% | +5.3% | -18.3% | -13.7% |
| 3M | -3.9% | +2.6% | -6.5% | -4.4% |
| 6M | -18.3% | -3.3% | -15.0% | -18.3% |
| YTD | +10.3% | +29.2% | -18.9% | +5.9% |
| 1Y | +14.2% | +18.0% | -3.8% | +10.8% |
| 3Y | +35.0% | +30.0% | +5.0% | +27.2% |
| 5Y | +73.2% | +92.7% | -19.4% | +50.4% |
| All | +141.7% | +210.4% | -68.7% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling