+502.3%
LNG vs MGY
+210.4%
+292.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.7% | +3.5% | -8.2% | -5.9% |
| 30D | +3.8% | +5.3% | -1.5% | +1.7% |
| 3M | +16.2% | +2.6% | +13.5% | +14.6% |
| 6M | +11.7% | -3.3% | +15.0% | +12.5% |
| YTD | +44.2% | +29.2% | +15.0% | +30.8% |
| 1Y | +18.6% | +18.0% | +0.5% | +10.6% |
| 3Y | +77.4% | +30.0% | +47.4% | +56.2% |
| 5Y | +232.3% | +92.7% | +139.6% | +148.7% |
| All | +502.3% | +210.4% | +292.0% | +249.4% |
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 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